Where can i find this data ?

[mate41]

Ryan,
the data-provider here is IB. I verify if the data in the TWS (orderpage) is the same as the data taken by NT from IB.
For the ticker RIG (and maybe some others) this is not the case. So what can i trust ? And yes i develop a custom indicator you can test if needed.
Here are the answers from IB:

The 41.19 is the official opening of RIG of yesterday and not the close price of yesterday. It seems that the Excel does not look for the close price of yesterday. The reason why it did show you 42.19 was the fact that the markets were not officially open before 9.30 AM EST. Now it should show you 41.42 as sess_open. This is why the change and change% show incorrect numbers. Please ensure that the program downloads the close price of yesterday to have the correct change shown.
I double checked this with ActiveX.xls API and I can see the correct close price shown in the excel spreadsheet. What third party program do you use to download the data?

Now we are in the officially open market and the problem do not change anything.

[NinjaTrader_RyanM1]

We are the trading platform and report the data as sent by your connectivity provider.

I'm not yet sure which values you're comparing here, and we need to make sure it's the same thing.

Who is your NT data provider?

What is the exact value comparison you're making -- Where in TWS are you accessing the value? Where in NT are you accessing?

[mate41]

Ok, we will not get out of this.....
See my post below + screenshot.

[NinjaTrader_RyanM1]

Sorry, your screenshot shows more than 15 values, and the NT ones are derived from your custom script, so it's not clear what we are discussing.

Let me take a guess here on it:
Are you wanting/ expecting your custom calculated net change value in NT to match exactly with TWS provided Net Change value?

[mate41]

Let me take a guess here on it:
Are you wanting/ expecting your custom calculated net change value in NT to match exactly with TWS provided Net Change value?

No, my custom indicator calculate it and therefor i need an exact previous-day close price.
It's the Close price (41.80) who is not the same as by my orderpage in theTWS (41.84) = the best and closest price i got today.

[NinjaTrader_RyanM1]

OK, so the TWS value you're looking for is Close in that screenshot.

I checked NT charts with IB connection for this bar on 12 / 13 / 11 and the close price is listed 41.83, which is close to your TWS screenshot. Do you show a different value on a daily chart for this day?

Earlier in this thread Adam suggested you load a daily series and this is the approach you should take if you want this daily chart data in your code.

If you need that lastClose value directly, browse on your computer to:
Documents\NinjaTrader 7\bin\custom\Market analyzer

Open this file:
@NetChange.cs

We do not support the market analyzer code, but you can use it to see an approach to access these values directly.

[mate41]

Ryan,
here is mine Close yesterday. The real value must be 41.84 and the value from the indicator = 40.20 (see Close in the yellow rectangle)

[NinjaTrader_RyanM1]

You are looking at the very last bar so that value should be "the last updated price". From previous discussions here I thought the challenges were with the last closed bar. For further clarification, are you having trouble with the last updated price or the last daily close?

i need an exact previous-day close price.

[mate41]

For further clarification, are you having trouble with the last updated price or the last daily close?

Only the last daily close, that's right !

[mate41]

If you need that lastClose value directly, browse on your computer to:
Documents\NinjaTrader 7\bin\custom\Market analyzer
Open this file:
@NetChange.cs

Waaw, yes here is the RIGHT Close !!!! (41.84) Column 'LastClose'

Any hint to retrieve him from there ?

[VTtrader]

Mate41,
You can try:
MarketData.LastClose.Price;

VT

[mate41]

Thank you VTtrader,
great... it works. I have the correct price now.
Where can i find some doc about it ?

[NinjaTrader_RyanM1]

Market data properties are available here:

http://www.ninjatrader.com/support/helpGuides/nt7/marketdataeventargs.htm