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OnMarketData Problem
Started:October 10th, 2012 (05:18 PM) by humy65 Views / Replies:915 / 3
Last Reply:October 16th, 2012 (10:17 AM) Attachments:0

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OnMarketData Problem

Old October 10th, 2012, 05:18 PM   #1 (permalink)
Elite Member
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Stocks
Posts: 15 since Mar 2012
Thanks: 3 given, 2 received

OnMarketData Problem


I have a multi-timeframe indicator which is loading 1Tick series and 60Min series for the default instrument.
Apparently, the OnMarketData event is being called 3 times, once per each time series loaded.
BarsInProgress is being reported 0 for each of the calls.
This behaviour is different within a strategy, where this event is being called once.

Is there a way to find out which time series is in charge for the OnMarketData call withing the indicator ?


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Old October 10th, 2012, 05:18 PM   #2 (permalink)
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Old October 15th, 2012, 10:10 PM   #3 (permalink)
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Salt Lake City, UT
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Dormans/Zen-fire
Favorite Futures: 6E ES YM
Posts: 223 since Mar 2010
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I'd try printing out the price and see which it aligns too...

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Old October 16th, 2012, 10:17 AM   #4 (permalink)
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Calcutta, India
Futures Experience: Intermediate
Platform: ArthaChitra
Posts: 278 since Jun 2009
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What codes are you using? Can you post some codes replicating the behavior.

Also for the same instrument NinjaTrader will return the first bars in progress series in the OnMarketData event.

From help files:
With multi-time frame and instrument strategies, OnMarketData() will be called for all unique instruments in your strategy. Use the BarsInProgress to filter the OnMarketData() method for a specific instrument. (BarsInProgress will return the first BarsInProgress series that matches the instrument for the event)
NinjaTrader Version 7

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