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Getting MarketDataType.DailyHigh MarketDataType.DailyLow

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    Getting MarketDataType.DailyHigh MarketDataType.DailyLow

    Hi all !

    I'm working with Kinetick Data feed on a strategy that need Dailyhigh ,DailyLow and the Opening price.

    I try to get them such as it is descibe in the help

    So i never received this kind of data. But It's work fine for Ask, Bid and Last.

    Do you know when these datas are sent ? on connexion ? every X second ?
    ( if it is on connexion, how launch the strategy before ? )

    Thanks in advance !

    #2
    Hello,

    Thank you for the question.

    The OnMarketData method is fired off every time one of the data events is received, being that these values are not updated very often you probably will not see this event very often.

    This will also produce the values when you connect or when the script is started.

    Please try to reconnect and see if you are getting values passed initially when the connection starts.

    Please let me know if I may be of additional assistance.
    Last edited by NinjaTrader_Jesse; 10-15-2014, 03:32 PM.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Thanks.

      But, i can enable my strategy only when the data feed is already connected. So, it is to late.
      how do go listen the connection market data event ?

      Comment


        #4
        Hello,

        Thank you for the reply.

        You are correct for a strategy the connection would not fire this event because it is disabled but upon enabling the strategy the event would be triggered. The connetion portion would apply to indicators.

        I wanted to check if you are using the correct syntax in this method.

        I am able to get the values while using kinetick by using the following:

        protected override void OnMarketData(MarketDataEventArgs e) {
        Print(e.MarketData.DailyHigh.Price);
        Print(e.MarketData.DailyLow.Price);
        Print(e.MarketData.Opening.Price);
        }

        Please let me know if I may be of additional assistance.
        JesseNinjaTrader Customer Service

        Comment

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