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Final Historical TickReplay Tick Lost

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    Final Historical TickReplay Tick Lost

    When tick replay data is loaded, OnMarketData and OnBarUpdate are called for each tick to populate the data while in Historical State. Then the State goes to Transition and Realtime, and the process continues with live tick data.

    The issue I have run into, is the final historical tick is surfaced via OnMarketData, but the final historical call to OnBarUpdate never happens, so the final tick is effectively lost.

    This has been going on forever, but finally got around to figuring out if this was Ninja or not by doing detailed tracing.Ran with 14.2 to verify still an issue.

    It is just one tick, so not a big deal, but a little surprised Ninja would not have tests in place to verify this works correctly.

    Edit: to be more clear here is the sequence
    Code:
    OnMarketData - Historical
    OnBarUpdate - Historical
    ...
    OnMarketData - Historical
    OnBarUpdate - Historical
    OnMarketData - Historical <- Final historical tick
     OnBarUpdate - Historical <- ** THIS CALL IS MISSING **
    Transition
    Realtime
    OnMarketData - Realtime
    OnBarUpdate - Realtime
    Last edited by aslane; 06-15-2018, 05:36 AM.

    #2
    Hello aslane,

    Thank you for your post.

    OnMarketData is called after OnBarUpdate for each tick. This is expected behavior that you are seeing. In the Help Guide page for the OnMarketData method you can see Note #7 details that OnMarketData is guaranteed to be called after OnBarUpdate - https://ninjatrader.com/support/help...marketdata.htm

    Please let me know if you have any questions.
    Patrick H.NinjaTrader Customer Service

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