Suggested Simulated Data Feed features

[Jim W.]

When using the Simulated Data Feed, OnMarketData method now only sees simulated MarketDataType of Bid, Ask, and Last.

Suggestion: After the first simulated MarketDataTypeLast simulate day change:

LastClose with the first Last Price and Volume simulated values
Opening with the second Last Price and Volume simulated values.

Then, after each MarketDataType.Last simulate the following:

DailyHigh with the largest Last Price value previously simulated from the second on
DailyLow with the smallest Last Price value previously simulated from the second on
DailyVolume with the sum of all Last Volume previously simulated from the second on

These new values will mean that the OnMarketData method sees all types of data.

[NinjaTrader_Brandon]

Hello Jim,

Thanks for your feedback.

I have forwarded this suggestion to development to take into consideration.