Questions about MarketDataEventArgs

[UMLer]

I read this webpage:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?onmarketdata.htm

Let me build a fake market environment first, because it is easier for us to communicate.

there is a moment
time: 10:10:10 am
ask price: $10
bid price: $9
there are three people, one is buyer, one is seller and me. at this exactly moment, i pay $11 to buy stock, position is 1 share then
the sequence of OnMarketData that I guess is

Event1: MarketDataEventArgs.MarketDataType is MarketDataType.Ask
MarketDataEventArgs.Ask is $10
MarketDataEventArgs.Bid is $9
MarketDataEventArgs.Volume is 1
MarketDataEventArgs.Price is $11
MarketDataEventArgs.Time is 10:10:10 am

Event 2: MarketDataEventArgs.MarketDataType is MarketDataType.Last
MarketDataEventArgs.Ask is $10
MarketDataEventArgs.Bid is $9
MarketDataEventArgs.Volume is 1
MarketDataEventArgs.Price is $11
MarketDataEventArgs.Time is 10:10:10 am

Q1: is the sequence and values correct?
Q2: what if the event MarketDataType.Bid? do not happen?
Q3: is there a document to explan every value of MarketDataEventArgs.MarketDataType?

Thanks

[NinjaTrader_Kate]

Hello UMLer,

Thank you for your post.

If Last is greater than Ask, it is a buy. It is plausible that the Last tick from Event 2 would be your theoretical buy.

Bid Ask and Last are all separate feeds. Last ticks represent actual trades. There does not have to be a sequence of Bids/Asks before a Last trade is seen.

All possible MarketDataTypes are listed in our help guide here: https://ninjatrader.com/support/help...aeventargs.htm

It should be noted that not every provider will support all MarketDataTypes.

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