How to get Prior day open close high low from the broker

BankRobber · 01-11-2012, 01:48 PM

My broker is IB, and I'd like to know is there any way to get prior day open, close, high, low, and daily candle straight from the broker.
I ask this because, sometimes I'm missing some recorded data, so Pivot calculations inside the strategy won't be accurate.

NinjaTrader_RyanM · 01-11-2012, 01:56 PM

Hi BankRobber,

Yes, you can get some of these values directly from the data provider. See OnMarketData here:
http://www.ninjatrader.com/support/h...aeventargs.htm

Most of these values are for the current day. Best may be to add a daily interval to multiseries NinjaScript, and you can access from the provider that way.

BankRobber · 01-11-2012, 02:28 PM

Quote:

Originally Posted by NinjaTrader_RyanM

Hi BankRobber,

Yes, you can get some of these values directly from the data provider. See OnMarketData here:
http://www.ninjatrader.com/support/h...aeventargs.htm

Most of these values are for the current day. Best may be to add a daily interval to multiseries NinjaScript, and you can access from the provider that way.

What if i have multiple instruments in my strategy, can i get MarketDataEventArgs for every instrument?

NinjaTrader_RyanM · 01-11-2012, 02:38 PM

Yes, you can filter events within a specific BarsInProgress.

Here is the page to OnMarketData() event.
http://www.ninjatrader.com/support/h...marketdata.htm

01-11-2012, 01:48 PM	#1
BankRobber Member Join Date: Aug 2011 Location: New York Posts: 35 Thanks: 6 Thanked 2 times in 2 posts	How to get Prior day open close high low from the broker My broker is IB, and I'd like to know is there any way to get prior day open, close, high, low, and daily candle straight from the broker. I ask this because, sometimes I'm missing some recorded data, so Pivot calculations inside the strategy won't be accurate. Last edited by BankRobber; 01-11-2012 at 01:52 PM.
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01-11-2012, 01:56 PM	#2
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Hi BankRobber, Yes, you can get some of these values directly from the data provider. See OnMarketData here: http://www.ninjatrader.com/support/h...aeventargs.htm Most of these values are for the current day. Best may be to add a daily interval to multiseries NinjaScript, and you can access from the provider that way. Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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01-11-2012, 02:38 PM	#4
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Yes, you can filter events within a specific BarsInProgress. Here is the page to OnMarketData() event. http://www.ninjatrader.com/support/h...marketdata.htm Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule Last edited by NinjaTrader_RyanM; 01-11-2012 at 02:49 PM.
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