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diff between onbarupdate and onmarket update
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Hi junkone,
The OnBarUpdate() is called for every bar's update - http://www.ninjatrader-support.com/H...dateEvent.html
This takes into account the CalculateOnBarClose setting - http://www.ninjatrader-support.com/H...BarClose1.html
When set to false, the OnBarUpdate() is called for every incoming tick.
The OnMarketData() is called for every change in Level1 data, for example Bid/Ask/Last/Volume - http://www.ninjatrader-support.com/H...arketData.html
OnMarketDepth would be used for Level2 data changes - http://www.ninjatrader-support.com/H...rketDepth.htmlBertrandNinjaTrader Customer Service
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what defines tick in terms of IB as datasoruce. is it every bid/ask or is it the 5 sec update that IB sends.
the reason, i am very curious is that, my strategy subscribes to custom events. i can trace the processing to the event handler and it seems to process it. however further processing is not happening and the only bottle neck that i can see is that the strategy did not get a new barupdate tick and was waiting for it to come. i have seen it wait for the tick for as much as 20 seconds.
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Hi junkone, tick is whatever update your datasource gives you, so for example if you run it on CalculateOnBarClose = false you could have an idle time because no fresh tick has come in that would have triggerd your OnBarUpdate(). Have you debugged your strategy with Print() statements?BertrandNinjaTrader Customer Service
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