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Can you clarify about DataSeries -> MarketDataType

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    Can you clarify about DataSeries -> MarketDataType

    When you select DataSeries -> Last (1 tick, minute or whatever)
    Click image for larger version

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    it means the chart (indicator or whatever) will get feed of the executed trades (and in indicator's `OnMarketData` event it will be shown passed with `.Last` MarketDataType).

    But can you clarify, when you select, i.e. "Ask" under "Price Based On" , does it except to get the historical + realtime executed trades, but those that specifically happened at ASK (seller) price? or it excepts just to get the feed of orderbook data of the best "ASK" (so, it's not actual trade/tick, but rather than just the ASK quote).
    So, MarketDataType.Ask (and .Bid) which are also feed into OnMarketData event (or in `DataSeries>Price Based On` ) are not meant to be the actual trades, but just best ASK & BID quotes from orderbook, right?

    #2
    Hello ttodua,

    Thank you for your post.

    The Last series is going to be the actual trades. The bid/ask series holds all bid/ask events sent out by the exchange. This would not be equivalent to the bid/ask at a specific time a trade went off.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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      #3
      Sorry, but no, the answer doesn't clarify the question. So, again, to ask the same sentence:
      - when you select ".Last" it opens a chart of historical & realtime TICKs (executed trades), but when you select i.e. '.ASK' what kind of historical & RT chart it is expected to open? does it mean the chart, which represents not actual trades, but just 'historical ASK' offers (with their respective volume) which were just sitting in orderbook (marketdepth) and were not actually trades?
      Last edited by ttodua; 09-28-2022, 01:21 PM.

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        #4
        Hello ttodua,

        Thank you for your reply.

        The bid prices are a series of the highest priced bids. The ask prices are a series of the lowest-priced sell orders. The last price is a series of the price at which the last trade occurred.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment

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