multi series data index is off

[affilife]

Hi,

My primary data is ES 5minute . It's calculated on each tick. My secondary data is SPY 5minute.

if(IsFirstTickOfBar)
Log( Times[0][1] + " " + Times[1][0] + " " + Times[1][1] , LogLevel.Information);

And here is what I got in the log.

1/17/2024 20:35:24	NinjaScript	1/17/2024 13:05:00 1/17/2024 13:05:00 1/17/2024 13:00:00

And another example

1/17/2024 20:34:31	NinjaScript	1/17/2024 10:40:00 1/17/2024 10:45:00 1/17/2024 10:40:00

First example prints out the wrong time for its index. The second prints correctly. How is this even possible? This is done using historical playback

[NinjaTrader_Gaby]

Hello affilife,

Thank you for your post.

Not all Bars objects are being updated in the script at once on each pass of OnBarUpdate(). In a multi-bars script, the OnBarUpdate() method is called for each Bars object of a script.

BarsInProgress can be used to check which Bars object is currently calling OnBarUpdate().

BarsInProgress - https://ninjatrader.com/support/help...inprogress.htm

Please note it's also possible that the other series did not have a bar update.

If you have any further questions, please let us know.