GetCurrentBid and GetCurrent Function

[lengguan]

Hi,

I am looking to compute the spread price between 2 instruments say ZN and XT. In my script I used the following to calculate the bid-ask for the spreads between these 2 instruments.

AskSpreadPx = GetCurrentAsk(0) - GetCurrentBid(1);
Current Ask Price of ZN - Current Bid Price of XT

BidSpreadPx = GetCurrentBid(0) - GetCurrentAsk(1);
Current Bid Price of ZN - Current Ask Price of XT

I am doing or interpreting the above correctly? I did a run of on my Interactive Brokers paper account and found that when I output the AskSpreadPx and BidSpreadPx, they are all the same. A further look reveals that GetCurrentAsk(0) is the same as GetCurrentBid(0) and GetCurrentBid(1) is GetCurrentAsk(1)?? Isn't this function support to get me the bid and ask for the respective instruments?

Appreciate yr help thanks.

EG

[NinjaTrader_CalH]

Hello EG,

Thank you for your post.

Are you using the GetCurrentBid and Ask in the OnBarUpdate() or OnMarketData()?

If you use a different instrument such as ES, do you get the different spread values?

Are you looking at these values on a historical process or real time feed?

[lengguan]

Hi Cal,

I am using OnBarUpdate. It's the same with other instruments. Spread values are still the same. I am running this on a realtime feed using Interactive Broker's paper account.

Thanks.
EG

[NinjaTrader_CalH]

EG,

What build of TWS are you using? Help -> About Traders Workstation

Can you share with me your script, so I can test this on my end?

[lengguan]

I am using TWS Build 944.3, Apr 1, 2014 1:29:41 PM.

Attached my script here. Thanks.

[NinjaTrader_CalH]

EG,

Can you show me your Prints to the Output?

I am not able to replicate the issue on my end. Note that I am using the Edemo account with IB and tested with a live account on IB

[lengguan]

Cal, here's the output file. on each barupdate, I print the following according to the extracted portion of my script below. I am expecting each pair of consecutive prints to be different according to the script. But they turn out to be the same.

Print(GetCurrentAsk(0) + " " + GetCurrentBid(1));
Print(GetCurrentBid(0) + " " + GetCurrentAsk(1));

[NinjaTrader_CalH]

EG,

Please send me a note to support by going to Help -> Mail to Support
Put Attn Cal in the subject and reference this thread in the body.

I would like to get a remote session setup