My data series is the ES with Tick Replay enabled.
I can't seem to find a way to get the correct "current" tick value.
I checked this forum and thought OnMarketData () would give me the current price, using this snippet:
if (e.MarketDataType == MarketDataType.Last) Print("Last = " + e.Price + " " + e.Volume);
I'm obviously missing something here.
How can I get the current tick value when I run the replay mode, and how can I get onMarketData() to be called ?
I can't seem to find the answer even after countless searches here.
Really appreciate your help.
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