OnMarketData

[mate41]

hi,
is it possible to get data with OnMarketData of an different instrument on any chart-instrument?
have it for my chart-instrument, but need a second say QQQ in the same chart.
br

[NinjaTrader_ZacharyG]

Hello mate41,

Thank you for writing in.

OnMarketData() will be called for all unique instruments in your strategy. If you wish OnMarketData() to provide information about a different instrument, you will need to Add() that instrument in Initialize().

More information about Add() can be found here: https://ninjatrader.com/support/help.../nt7/?add3.htm

More information about OnMarketData() can be found here: https://ninjatrader.com/support/help...marketdata.htm

Lastly, more information about multi-time frame and multi-instrument strategies can be found here: https://ninjatrader.com/support/help...nstruments.htm

Please, let us know if we may be of further assistance.

[mate41]

Thanks, i use already OnMarketData on the first instrument, no problem.
But when i add a second instrument, how can i call the types of the second instrument ?

[NinjaTrader_ZacharyG]

Hello mate41,

With multi-time frame and instrument strategies, OnMarketData() will be called for all unique instruments in your strategy. Use the BarsInProgress to filter the OnMarketData() method for a specific instrument. (BarsInProgress will return the first BarsInProgress series that matches the instrument for the event)

For example:

protected override void Initialize()
{
     // AAPL will be at BIP 1
     Add("AAPL", PeriodType.Minute, 1);
}

protected override void OnMarketData(MarketDataEventArgs e)
{
     // if AAPL has called OnMarketData(), do something
     if (BarsInProgress == 1)
          // do stuff
}

For more information about BarsInProgress, please take a look at this help guide link: https://ninjatrader.com/support/help...inprogress.htm

[mate41]

If i understand i can only use 1 instrument, not 2 at the same time ??

[NinjaTrader_ZacharyG]

Hello mate41,

There is no limitation to how many instruments you can add to a script. However, please note that some data providers may place a limitation on how many instruments you are requesting real-time data from at once.

[mate41]

Thanks, so i've to detect if one or another is in progress. I wonder when they are both on +/- the same time.
I'll try it.