Did the last price trade on bid/ask?

[dawdler]

Hello,

Is it possible to print if the last price traded was on bid/ask (including the volume)?


the following script is missing if the last price was on bid/ask
if (e.MarketDataType == MarketDataType.Last)
Print("Last = " + e.Price + " " + e.Volume);

---
note: I do not want the bid and ask prices, i want print out if the last traded price was at the bid or ask

thanks for your help in advance!

[NinjaTrader_CalH]

Hello Dawdler,

Thank you for your note.

Yes, however, you will need to get the Ask and Bid prices, store them in a variable and then compare that to the last price.

if(e.MarketDataType == MarketDataType.Bid)
bidPrice = e.Price;
bidVolume = e.Volume;

if(e.MarketDataType == MarketDataType.Last)
{
    if(e.Price == bidPrice)
      Print("Last price was at the bid. Volume: " + bidVolume);
}

Let me know if I can be of further assistance.

[dawdler]

Cal, thank you for your answer but nothing prints at this point: {Print("Last price was at the bid. Volume: " + bidVolume);}

what am i doing wrong? fyi my programming skills are basic

thanks

protected override void OnMarketData(MarketDataEventArgs e)
{

if (e.MarketDataType == MarketDataType.Bid)
{
bidPrice = e.Price;
bidVolume = e.Volume;


if (e.MarketDataType == MarketDataType.Last)
{
if(e.Price == bidPrice)
{Print("Last price was at the bid. Volume: " + bidVolume);}
}
}


}

[dawdler]

Also I think my question was misunderstood, sorry but...

I want the print out of the "trade volume @ bid" not the bid quotes

[NinjaTrader_CalH]

Dawdler,

This is because you have the Last price check nested inside the Bid price check.
Try this -

protected override void OnMarketData(MarketDataEventArgs e)
{

     if (e.MarketDataType == MarketDataType.Bid)
     {
         bidPrice = e.Price;
         bidVolume = e.Volume;
     }

     if (e.MarketDataType == MarketDataType.Last) 
     {
        if(e.Price == bidPrice)
         {Print("Last price was at the bid. Volume: " + bidVolume);}
     }
}

The bidVolume is what's being printed out

[dawdler]

thanks a lot Cal!

[mattage86]

Cal,


Is there a way to only print the volume of the last transaction?

[NinjaTrader_PatrickH]

Hello mattage86,

Thank you for your post.

dawdler's original post shows how to pull the last price traded and it's volume.

if (e.MarketDataType == MarketDataType.Last)
Print("Last = " + e.Price + " " + e.Volume);

Please let me know if you have any questions.

[mattage86]

Great. Thanks for the clarification!