• 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

Indicator Prior Day OHLC and correct price from Level 2

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

    Indicator Prior Day OHLC and correct price from Level 2

    Hello

    How I have to change indicator Prior Day OHLC to see correct price for Close past session from Level 2? Picture for CL08-19, Day

    Click image for larger version

Name:	97df4fb9d0.png
Views:	1
Size:	78.2 KB
ID:	1061920
    Thanks a lot

    Sergey

    #2
    Hello sergey_z,

    The PriorDayOHLC does not use level 2 data to calculate the prior day values, it uses Historical data and session information. If you wanted to use level 2 data in some way to gather that value, you would need to work out logic do accomplish that task. While I wouldnt be able to provide any direction in using level 2 data for this task, if you are using a provider which offers the LastClose metric, you can use fundamental data and OnMarketData to access that value when the provider supplies it. Fundamental data cannot be requested, this is something you would observe or listen for changes like listening to a radio:

    https://ninjatrader.com/support/help...b=onmarketdata
    https://ninjatrader.com/support/help...aeventargs.htm
    MarketDataType.LastClose (prior session close)



    Please let me know if I may be of further assistance.
    JesseNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by MarkaAllgood, Today, 01:17 AM
    0 responses
    1 view
    0 likes
    Last Post MarkaAllgood  
    Started by assik, Today, 01:00 AM
    0 responses
    4 views
    0 likes
    Last Post assik
    by assik
     
    Started by manueldecastro, Yesterday, 11:55 PM
    0 responses
    4 views
    0 likes
    Last Post manueldecastro  
    Started by ntbone, 07-13-2019, 11:37 PM
    10 responses
    28 views
    0 likes
    Last Post ntbone
    by ntbone
     
    Started by nicknamed, Yesterday, 05:10 PM
    1 response
    17 views
    0 likes
    Last Post NinjaTrader_EricB  
    Working...
    X