NinjaScript > Language Reference > Common > OnMarketData()

Definition

Represents a change in level one market data and is passed as a parameter in the OnMarketData() method.

Methods and Parameters

Ask	A double value representing the ask price
Bid	A double value representing the bid price
Instrument	A Instrument object representing the instrument of the market data
IsReset	A bool value representing if a UI reset is needed after a manual disconnect. Note: This is only relevant for columns. Whenever this property is true, the UI needs to be reset.
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
Price	A double value representing the price
Time	A DateTime structure representing the time
ToString()	A string representation of the MarketDataEventArgs object
Volume	A long value representing volume

Critical: If used with TickReplay, please keep in mind Tick Replay ONLY replays the Last market data event, and only stores the best inside bid/ask price at the time of the last trade event. You can think of this as the equivalent of the bid/ask price at the time a trade was reported. Please also see Developing for Tick Replay.

Tips

•Not all connectivity providers support all MarketDataTypes.

•For an example of how to use IsReset please see \MarketAnalyzerColumns\AskPrice.cs

Examples


protected override void OnMarketData(MarketDataEventArgs marketDataUpdate) { // Print some data to the Output window if (marketDataUpdate.MarketDataType == MarketDataType.Last) Print("Last = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume); else if (marketDataUpdate.MarketDataType == MarketDataType.Ask) Print("Ask = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume); else if (marketDataUpdate.MarketDataType == MarketDataType.Bid) Print("Bid = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume); }

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
// Print some data to the Output window
if (marketDataUpdate.MarketDataType == MarketDataType.Last)
Print("Last = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
else if (marketDataUpdate.MarketDataType == MarketDataType.Ask)
Print("Ask = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
else if (marketDataUpdate.MarketDataType == MarketDataType.Bid)
Print("Bid = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
}