Running market Replay. in onMarketUpdate function, sometimes e.price is 0, why?

[markdshark]

Wondering what the various return scenarios are for the price variable of the MarketDataEventArgs type parameter

https://ninjatrader.com/support/help...marketdata.htm
& https://ninjatrader.com/support/help...tdataeventargs. htm

...both show price is one of the fields returned but my scripts are occasionally telling me they're getting returned price = 0. What sort of MarketDataEvent returns price 0?

Print statements (Print("In MarketUpdate function e.price = "+e.Price);) generated the following output:

Ask = 72.72 7
In MarketUpdate function e.price = 72.72
Bid = 72.71 1
In MarketUpdate function e.price = 72.71
Last = 72.72 1
In MarketUpdate function e.price = 72.72
In MarketUpdate function e.price = 0
Ask = 72.72 6
In MarketUpdate function e.price = 72.72
Last = 72.72 1
In MarketUpdate function e.price = 72.72
In MarketUpdate function e.price = 0
Ask = 72.72 5
In MarketUpdate function e.price = 72.72
Ask = 72.72 6
In MarketUpdate function e.price = 72.72
Bid = 72.71 2
In MarketUpdate function e.price = 72.71

[QuantKey_Bruce]

From the help:

MarketDataType

Possible values are: MarketDataType.Ask MarketDataType.Bid MarketDataType.DailyHigh MarketDataType.DailyLow MarketDataType.DailyVolume MarketDataType.Last MarketDataType.LastClose (prior session close) MarketDataType.Opening MarketDataType.OpenInterest (supported by IQFeed, Kinetick) MarketDataType.Settlement

You're probably either seeing one of those other types, or you are seeing a situation where the bid or ask are unavailable.
Source: https://ninjatrader.com//support/hel...aeventargs.htm

[markdshark]

Thank you. With your reply a bit of rethinking clarified that for me. I was wrongly assuming every market event would return a price but now I see that even if a price is returned it might be something completely different from what my code is looking for.

[NinjaTrader_BrandonH]

Hello markdshark,

Thanks for your post.

As QuantKey_Bruce stated, OnMarketData() MarketDataEventArgs contains different MarketDataTypes and you may be accessing one of those other types or see an event where the bid or ask are not available.

To get the Price of a specific MarketDataType, you could create a condition that checks if say marketDataUpdate.MarketDataType == MarketDataType.Last and print out the Price in that condition.

See the sample code on this help guide page: https://ninjatrader.com/support/help...aeventargs.htm

Please let me know if I may assist further.