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
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
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