OnMarketData using Time

[suprsnipes]

Hi,

I would like to know if it is possible to use the time from OnMarketData events. For example not necessarily times of trades but more so times of bid and or ask updates.

If the time of the event was between times A & B then "code here".

I have used times of bars before in OnBarUpdate however not times of OnMarketData events.

Regards,
suprsnipes

[NinjaTrader_Bertrand]

Hi suprsnipes, yes the OnMarketData event args would let you access the event time as well - http://www.ninjatrader.com/support/h...aeventargs.htm

[suprsnipes]

Thanks for the response. Would I need to use something like e.Time? Could you give is a quick example or refer me to a post where someone else has used this method?

[NinjaTrader_Bertrand]

Correct, e.Time would be your event time : you can just amend the helpguide example...

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

[suprsnipes]

Apologies Bertrand, if you could help me just a bit more as I am not all that familiar working with these objects.

I have the following code and would like to know how I could store the e.Time of each bid or ask update event.

if (e.MarketDataType == MarketDataType.Ask)askPrice     = e.Price; 
            
if (e.MarketDataType == MarketDataType.Ask)askVol         = e.Volume;

I tried the following code unsuccessfully;

if (e.MarketDataType == MarketDataType.Ask)askTime         = e.Time;

Please put me on the right path here.

Regards,
suprsnipes

[NinjaTrader_Bertrand]

What is your issue with the code you tried? If it does not compile, what is your askTime defined as? e.Time would be a DateTime object.

[suprsnipes]

Ok thanks for that I was trying to save the bidTime / askTime as a private integar. What I have tried now which has compiled ok is under variables the following;

DateTime bidTime;
DateTime askTime;

I have printed each of these where the format looks like this;

8/04/2013 09:51:00 AM

What I am trying to do is use just the time portion in something like the code below but don't know how to use just the time in the same format;

if(askTime >= 233000 && askTime <= 235959)

[NinjaTrader_Bertrand]

You can use two approaches - either convert the DateTime to int via ToTime in NinjaScript and then use that resulting int for your compare, or you access .TimeOfDay of your Datetime object -

Print(askTime.TimeOfDay.ToString());

[koganam]

Hi,

I would like to know if it is possible to use the time from OnMarketData events. For example not necessarily times of trades but more so times of bid and or ask updates.

If the time of the event was between times A & B then "code here".

I have used times of bars before in OnBarUpdate however not times of OnMarketData events.

Regards,
suprsnipes

A time, is a time, is a time. It should not matter where the data came from. You want to use a time, you declare a variable as a datastore, and you populate it, then query it.