• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bid/ask info

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Bid/ask info

    Support/Ray or Josh,

    Can you please tell if in Ninja 7, the bid/Ask info is available when building the bars ?

    Like if a new bars type has to be constructed, there isn't anyway to access bid/ask info when building bars? Is that true?

    Thanks
    mmtrader

    #2
    Not true. You can use OnMarketData() to access the bid/ask events that are coming in while the bar is building.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Thanks Josh for confirming. Just to confirm, OnMarketData() it can be used in @BarTypes.cs file, which generates new bar types? The custom bars type is such that a "new bar" will be plotted based on bid/ask info and logic, in such a way that a new bar is plotted or continued in same bar based on bid/ask info/logic.

      Thanks
      mmtrader

      Comment


        #4
        mmtrader,

        Unfortunately that would not be supported in @BarTypes.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Josh View Post
          mmtrader,

          Unfortunately that would not be supported in @BarTypes.
          Sorry to know Josh, that NT doesn't support accessing of bid/ask in "bartypes". I request to please add this feature/ability,so that new custom "bar types" can be coded based on realtime bid/ask info.

          Thanks
          mmtrader

          Comment


            #6
            mmtrader,

            Thanks for the suggestion. I've added it to our feedback list.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Josh View Post
              mmtrader,

              Thanks for the suggestion. I've added it to our feedback list.
              Thanks Josh. Do you see the possibility of feature/ability being added in an upcoming beta release? Would be great to have the ability to access bid/ask info in @bartypes and really helps for creating new bar types.

              Thanks
              mmtrader

              Comment


                #8
                mmtrader,

                Our priorities right now are to stabilize NT7 and get it to a production release. Once this is accomplished, then we will be able to review our feedback list and see what we can do. Thank you for understanding.
                Josh P.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Josh View Post
                  mmtrader,

                  Our priorities right now are to stabilize NT7 and get it to a production release. Once this is accomplished, then we will be able to review our feedback list and see what we can do. Thank you for understanding.

                  Josh,

                  Now that NT7 production is released and stabilized, anyway you can please consider to introduce the feature requested in this thread.

                  Thanks
                  Mmtrader

                  Comment


                    #10
                    mmtrader,

                    There is a lot of good work being done by development. As you might imagine there are a lot of suggestions. Rest assured this item is already on the feedback list and will be reviewed when development gets to the stage for improvements around this area.
                    Josh P.NinjaTrader Customer Service

                    Comment


                      #11
                      following up on this issue ...

                      Is there a supported (or unsupported) method for use in @BarsType.cs to identify bid/ask/other when calling the Add() method for a BarsType?

                      looks like OnMarketData() exists in the Bars class with the same method signature used to override for Indicator/Strategy. currently it's marked as internal.

                      cheers,
                      -e

                      Comment


                        #12
                        e-man,

                        I would suggest trying it in this case, as it would be unsupported code. Documenting if it works here or not would be helpful to others looking for a similar work around. Unfortunately I haven't tested on my side here, however generally I would recommend sticking to the conventions already used in the BarTypes code.
                        Adam P.NinjaTrader Customer Service

                        Comment


                          #13
                          tried to put the OnMarketData method into a custom bar type and got error: "no suitable method to override"

                          i also reviewed the @BarsType.cs and unless i'm missing something -- there is no reference sample or convention which leverages bid/ask data.

                          any hints?

                          if not, i will add my name to the list of those requesting this feature.

                          cheers,
                          -e

                          Comment


                            #14
                            e-man,

                            It looks like a Bars object is accessible in some of the code :

                            bars.LastPrice = bars.GetClose(bars.Count - 1);

                            Just using intellisense I can see that the Bars object also has a GetCurrentBid() and GetCurrentAsk() method internally that may be accessible in the BarsTypes.cs code.

                            Note that the Bar types code is in the namespace NinjaTrader.Data, so it may not have access to the same objects / methods as indicator or strategy code. It also inherits the BarsType object so it would have access to methods from this class rather than the indicator or strategy base class.
                            Adam P.NinjaTrader Customer Service

                            Comment


                              #15
                              thanks Adam - i'll play around with that and report back :-)

                              cheers,
                              -e

                              Comment

                              Latest Posts

                              Collapse

                              Topics Statistics Last Post
                              Started by Teebone21, Today, 03:57 PM
                              0 responses
                              4 views
                              0 likes
                              Last Post Teebone21  
                              Started by GeoOrtiz, Today, 03:44 PM
                              0 responses
                              7 views
                              0 likes
                              Last Post GeoOrtiz  
                              Started by ralett, Today, 03:41 PM
                              1 response
                              8 views
                              0 likes
                              Last Post NinjaTrader_Tyler  
                              Started by Walker DM, Today, 03:14 PM
                              2 responses
                              12 views
                              0 likes
                              Last Post Walker DM  
                              Started by Dist2020, Today, 02:57 PM
                              3 responses
                              10 views
                              0 likes
                              Last Post Dist2020  
                              Working...
                              X