MarketDepthEventArgs - Clarification needed

[ScoobyStoo]

OnMarketData() will NOT be called before Initialize().

Dierk

Can I suggest that you create a custom indicator using the attached code and then run it against any instrument.

I have also attached the log that it generates when connected to my ZenFire feed for the 6E futures contract.

You will see that the order of events firing is:

Initialize()
Time : 16:05:19
This event is fired when the Indicators dialog box opened

Initialize()
Time : 16:05:25
This event is fired when the DumpEventSequence indicator is selected within the Indicators dialog box

OnMarketDepth()
Time : 16:05:28
MarketDataType : Ask
Operation : Insert
Position : 0
Price : 919.5
Volume : 668
This event is fired 10 times to insert the 10 rows of the order book

Initialize()
Time : 16:05:28
This event is fired when the DumpEventSequence indicator is added to the chart

OnBarUpdate()
Time : 16:05:28
This event is fired numerous times as the DumpEventSequence indicator processes the historical bars

As you can see, the OnMarketData() method is called to build the initial order book before the Initialize() method is called in response to the indicator being added to the chart.

Please can you verify this.

I am running NT v6.5.1000.10.

[NinjaTrader_Dierk]

My apologies. Your findings are accurate. This is a bug which will be fixed with NT7: OnMarketData/Depth then only will be called AFTER Initialize() (like any other NS method).

Thanks for reporting that one.

[ScoobyStoo]

My apologies. Your findings are accurate. This is a bug which will be fixed with NT7: OnMarketData/Depth then only will be called AFTER Initialize() (like any other NS method).

Thanks for reporting that one.

OK, thanks.

Could I also suggest for NT7 that the Initialize() method is only called when an indicator is actually added to a chart and starts to process data.

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[Ralph]

...Could I also suggest for NT7 that the Initialize() method is only called when an indicator is actually added to a chart and starts to process data.

If it turns out to be impossible because of compatibility issues, then please add at least an additional method which is doing exactly this.

Regards
Ralph