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Indicator Prior Day OHLC and correct price from Level 2

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  • NinjaTrader_Jesse
    replied
    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.

    Leave a comment:


  • 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

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ID:	1061920
    Thanks a lot

    Sergey

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