I notice the docs for Tick replay at:
says this...
"NinjaTrader stores the best bid price and best ask price as the last trade occurs during the MarketDataType.Last event and provides it per the table below:"
Why is bid and ask data being provided during the MarketDataType.Last event? This is not how live Bid/Ask updates happen. I've programmed my strategy to look for Bid updates during the MarketDataType.Bid event and Ask data during the MarketDataType.Ask event - seems logical, right?
However, despite working perfectly in live and in playback, backtesting causes my strategy to block waiting for bid ask data that never comes. Due to waiting for the wrong event.
Help me understand this madness, and what I can do to ensure that I get Bid/Ask updates during the appropriate event in Live/Playback - but also get the Bid/Ask in backtesting when they arrive in the wrong event.
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