How is it possible to retrieve the data provider settlement price of a instrument within ninjascript. The Market analyzer does retrieve this price, so I know that kinetic supplies it. I realize you could get the prior day close price, but I would like to retrieve that actual settlement supplied by Kinetick. Any suggestions.
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Get Settlement Price from Data Provider (Kinetick)
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Get Settlement Price from Data Provider (Kinetick)
Hi,
How is it possible to retrieve the data provider settlement price of a instrument within ninjascript. The Market analyzer does retrieve this price, so I know that kinetic supplies it. I realize you could get the prior day close price, but I would like to retrieve that actual settlement supplied by Kinetick. Any suggestions.Tags: None
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Hello woodyfox,
In NT8 the MA columns are now in the NinjaScript editor so you can actually copy their code. The following is how the settlement is found:
Code:protected override void OnMarketData(Data.MarketDataEventArgs marketDataUpdate) { if (marketDataUpdate.IsReset) CurrentValue = double.MinValue; else if (marketDataUpdate.MarketDataType == Data.MarketDataType.Settlement) CurrentValue = marketDataUpdate.Price; }
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Hello Bobin,
Settlement prices are not part of the market data which the platform can utilize for historical data so you could not use that type of data from historical. If you have a provider which supports that market data type you can try to record playback data and then use the recorded data. You can turn on playback recording in the Tools-> options-> market data menu. In any case you cant use that data from OnBarUpdate but would need to use the sample from post #2 for realtime processing.
JesseNinjaTrader Customer Service
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