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AddDataSeries and OnMarketData

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    AddDataSeries and OnMarketData

    Hello,

    Is it possible to get OnMarketData event for every DataSeries loaded ?

    Regards

    Sebastien

    #2
    Hi johnok, thanks for posting.

    Each added data series will be subscribed to OnMarketData and you can filter the context with the BarsInProgress property e.g.

    OnMarketData:

    if (BarsInProgress == 0)
    {
    //OnMarketData called for primary series
    }

    if (BarsInProgress == 1)
    {
    //OnMarketData called for secondary series.
    }

    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi,

      OnMarketData is an event which is called at every tick update but not bar, so i'm forced to use "Calculate.OnEachTick" and call every OnMarketData at every OnBarUpdate ?

      Thanks

      Comment


        #4
        Hi johnok, thanks for your reply.

        No, the indicator can still run OnBarClose, the Calculate property controls the frequency of OnBarUpdate, not OnMarketData.

        Kind regards,
        -ChrisL
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Sorry i don't understand how it's works.

          I tried to use BarsInProgress with OnMarketData but that not seems to work.

          See the picture.
          Attached Files

          Comment


            #6
            Ok,

            I found my error, i should load serie with string NQ 12-21 and not only NQ.

            Is there a way to load a generic NQ(last contract) and not specify contract every time ?

            Thanks

            Comment


              #7
              Hi johnok,

              If the data feed you are using supports the continuous contract you can load "NQ ##-##". You can check if your data feed supports the continuous contract by loading "NQ ##-##" on a chart. If you plan to submit orders to this series, it must be hard-coded or taken as input from the strategy settings (excluding runs from the strategy analyzer).

              Kind regards,
              -ChrisL
              Chris L.NinjaTrader Customer Service

              Comment


                #8
                Ok,

                Everything is good, thanks for your help !

                Have a nice day !

                Comment

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