protected override void OnBarUpdate() { Print(Time[0] + " OnBarUpdate Print: " + OMDPrice); } protected override void OnMarketData(MarketDataEventArgs marketDataUpdate) { OMDPrice = marketDataUpdate.Price; if (marketDataUpdate.MarketDataType == MarketDataType.Last) Print(marketDataUpdate.Time + " OMD Last = " + OMDPrice + " @ " + marketDataUpdate.Volume); else if (marketDataUpdate.MarketDataType == MarketDataType.Ask) Print(marketDataUpdate.Time + " Ask = " + marketDataUpdate.Price + " @ " + marketDataUpdate.Volume); else if (marketDataUpdate.MarketDataType == MarketDataType.Bid) Print(marketDataUpdate.Time + " Bid = " + marketDataUpdate.Price + " @ " + marketDataUpdate.Volume); }
11/18/2019 11:02:19 PM Bid = 3124 @ 25
11/18/2019 11:02:19 PM Bid = 3124 @ 24
11/18/2019 11:03:00 PM OnBarUpdate Print: 3124
11/18/2019 11:03:00 PM OnBarUpdate Print: 3124
11/18/2019 11:02:19 PM OMD Last = 3124 @ 1
11/18/2019 11:03:00 PM OnBarUpdate Print: 0
11/18/2019 11:03:00 PM OnBarUpdate Print: 0
11/18/2019 11:02:19 PM OMD Last = 3124 @ 1
11/18/2019 11:02:19 PM Bid = 3124 @ 22
11/18/2019 11:02:19 PM Bid = 3124 @ 21
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