BarsRequest & OnMarketData & OnMarketDepth

[cls71]

Hello,

Is there any way to subscribe to OnmarketData and OnmarketDepth events from a BarsRequest. I only find an Update method.

Thanks in advance.

[NinjaTrader_JessicaP]

Hello cls71, and thank you for your question.

I am including a page from the help guide covering BarsRequest creation.

http://ninjatrader.com/support/helpGuides/nt8/en-us/barsrequest.htm

As we can see from the code here,

[FONT=Courier New]barsRequest.Update[SIZE=3][B]+=[/B][/SIZE]OnBarUpdate;
[/FONT]

(emphasis mine) we use the += operator to imply we may subscribe to as many event handlers as we would like. We can subscribe to any methods that are either locally available or available globally in a static context. The example code uses its own OnBarUpdate method.

The attached C# code includes a minimal code set which subscribes to methods with the 3 names you mentioned. Please let us know if there are any other ways we can help.

[cls71]

Thanks for your attention Jessica, but I think your code is wrong. You are subscribing to the same event (BarUpdate) three times.
I need subscribe to OnMarketData and OnMarketDept events like in Indicators and Strategies.

[NinjaTrader_JessicaP]

Thanks for mentioning this, you are correct. The example code in these help guide sections demonstrates how to subscribe to the same kind of MarketData and MarketDepth feeds that Indicators and Strategies do.

MarketData

http://ninjatrader.com/support/helpGuides/nt8/en-us/?marketdata.htm

MarketDepth

http://ninjatrader.com/support/helpGuides/nt8/en-us/?marketdepth.htm

My script had one other inaccuracy; as the example code in the above pages shows, we need to unsbuscribe from every feed we subscribe to.

I have modified the code in my earlier post to reflect this. Please let us know if there are any other ways we can help.