CODE:
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
if (marketDataUpdate.MarketDataType == MarketDataType.Last){
if (marketDataUpdate.Price >= marketDataUpdate.Ask)
{
double currentAsk = GetCurrentAsk();
Print("The Current Ask price is: " + currentAsk);
double currentBid = GetCurrentBid();
Print("The Current Bid price is: " + currentBid);
Print(marketDataUpdate.Volume + " contracts traded at asking price " + marketDataUpdate.Ask + " at time " + marketDataUpdate.Time);
}
else if (marketDataUpdate.Price <= marketDataUpdate.Bid)
{
double currentAsk = GetCurrentAsk();
Print("The Current Ask price is: " + currentAsk);
double currentBid = GetCurrentBid();
Print("The Current Bid price is: " + currentBid);
Print(marketDataUpdate.Volume + " Contracts Traded at bidding price " + marketDataUpdate.Bid + " at time " + marketDataUpdate.Time);
}
}
}
OUTPUT:
The Current Ask price is: 2984.75
The Current Bid price is: 2984.5
14 Contracts Traded at bidding price 2984.5 at time 8/1/2019 12:01:02 AM
The Current Ask price is: 2984.75
The Current Bid price is: 2984.5
14 Contracts Traded at bidding price 2984.5 at time 8/1/2019 12:01:02 AM
Any ideas would be much appreciated?

Comment