Align time of events with bars

[telbentel]

Hello,

I am trying to align Market Data events with the bar where they occur, and, if it is the first event in the bar, then do some initializations. I could do that in OnBarUpdate, but only if I could be sure that OnBarUpdate event always comes first that the asociated Market Data event for the same tick. It is possible to assume any fixed secuence in the occurence of these events? If yes, which comes first?

Thank you for any help.

[NinjaTrader_JoshP]

OnMarketData() comes first. Ultimately its the same event though so not sure why you really need to make a distinction?

In OnBarUpdate() you could just go if (FirstTickOfBar) and then do whatever it is that you need to do on the first tick.

[telbentel]

Thank you for your quick reply,

I´m calculating cumulative volumes for each bar, thats why I need to initialaize all variables at the beginning of each bar, if I do it using FirstTickofBar, I will lose the volume info related with the MarketData event which produce that first tick for the bar. Am I right?

I need to do it on OnBarUpdate because from OnMarketData I don´t have access to Bars object or Time object.

[NinjaTrader_JoshP]

telbentel,

You could grab the volume info directly off the OnBarUpdate() method. When FirstTickOfBar == true, checking Volume[0] on that event = the volume of that tick. You can then keep a variable that keeps track of the prior event's volume and then on each subsequent event check Volume[0] and subtract prior volume from it to get the current tick's volume.

currVol = Volume[0] - prevVol;
prevVol = Volume[0];