Get Tick series from OnBarUpdate - TickReplay

[graham]

Is there a way to access the underlying Tick series for a particular bar from within OnBarUpdate.. ie the tick series used to build the bar?

In particular I am calculating OnBarUpdate On Each Tick - I wish to know the TimeStamp of the current tick as would usually be obtained from OnMarketData, and with TickReplay enabled.

How synchronized is OnMarketData guaranteed to be with OnBarUpdate when calculating for each tick? If I store the DateTime of the Last data MarketDataEvent update within OnMarketData, will OnBarUpdate be called for the latest tick within a certain time window, when using TickReplay, or is there no synchronization at all.. ie You could process a bunch of ticks in OnMarketData update before even one OnBarUpdate call??

Thanks.

[NinjaTrader_PatrickH]

Hello graham,

Thank you for your post.

You can access added bar series to your script if this is what you refer to. Please visit the following link: http://ninjatrader.com/support/helpG...nstruments.htm

Your questions on Tick Replay are answered in the documentation at the following link: http://ninjatrader.com/support/helpG...ick_replay.htm