GetCurrentBID and GetCurrentASK gives wrong data

[joanNT]

Hi!

It's strange cause when I open a chart with ZN and ZB instruments I can see the right price displayed on the right right axis, but when I develop an indicator trying to obtain the close, bid or ask data from these instruments it's different that one displayed for each instrument.

I've put some displays and i get wrong values, all variables were defined as double:

Close[0]: 120,3125
Inputs[0][0]: 120,3125
Inputs[1][0]: 120,171875
Bid(0): 120,3125
Ask(1): 120,1875

Please, see the attached chart, at bottom there's the values of the spread indicator, with last, bid and ask prices of the spread, with other instruments like YC and YW the values shown by the indicator are right.

Which could be the problem?

Thank you

[NinjaTrader_RyanM1]

Hello JoanNT,

There are a couple items here that may explain what you are seeing.

GetCurrentAsk() and GetCurrentBid() are real time values. When called historically they will use close prices rather than historical bid / ask.

To get the most accuracy for bid/ ask data, you must work in OnMarketData() method. If you are accessing from OBU, it is only updated when there has been a trade. This can be less frequent than changes in level I data, like OnMarketData is used for.

Viewing changes in bid / ask data aligned with a bar through charting is challenging because of this. You're comparing two different thing as bid / ask can be updated much more often than trades.

[joanNT]

Thanks RyanM

but I'm working with real data and not historical one, I've just copied the example method

protected override void OnMarketData(MarketDataEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Last)
Print("Last = " + e.Price + " " + e.Volume);

else if (e.MarketDataType == MarketDataType.Ask)
Print("Ask = " + e.Price + " " + e.Volume);
else if (e.MarketDataType == MarketDataType.Bid)
Print("Bid = " + e.Price + " " + e.Volume);
}

and I got this results:
Bid = 120,40625 918
Ask = 120,421875 629
Last = 120,421875 20
Close[0]: 120,421875
Inputs[0][0]: 120,71875
Inputs[1][0]: 120,421875
Bid(0): 120,71875
Ask(1): 120,421875

both prices for Ask are the same and both are wrong, I've tried the same with other instruments and this don't happens

[NinjaTrader_RyanM1]

How are you determining they're wrong? Who is your data provider?

[joanNT]

I work with IB, simply looking to their IB ask and bid data, the ones i get from NT are far from ones i get from IB

[NinjaTrader_RyanM1]

It's working OK here. I'm getting the same values in TWS for ZN.

I would make sure you're looking at the same instrument / exchange within both applications.

Are you aware of the different formatting between Ninja's output and TWS?

Ninja - Decimal
TWS - Tick

[joanNT]

I don't see the same values in your attached image, this could be "the different formatting between Ninja's output and TWS", what do you mean?

is there any thread or document about this?

thanks!

[NinjaTrader_RyanM1]

You'll want to check contract specifications for more info on price formatting.

http://www.cmegroup.com/trading/interest-rates/us-treasury/10-year-us-treasury-note_contract_specifications.html

Points ($1,000) and halves of 1/32 of a point. For example, 126-16 represents 126 16/32 and 126-165 represents 126 16.5/32. Par is on the basis of 100 points.

ZN 120^170 = 120.53125

[joanNT]

Ryan Thank you very much, I didn't know about that.

Have a nice day

[NinjaTrader_RyanM1]

My pleasure, Joan. Glad we were able to get it sorted.