Conflicting info in Multi-Time Fram help guide page

[zacwhitesi]

The 'Working With Multi-Time Frame Objects' section seems to conflict with the 'How Bars Data is Referenced' section

Working With Multi-Time Frame Objects states this...
Shared Timestamps
...where multiple bars share the same exact timestamps, your primary bars series will always be processed first, followed by the secondary bars series... Consequently, if you were looking to obtain a value from the secondary bars series, it would ONLY be available after the primary series has been processed...


How Bars Data is Referenced states this...
Figure 1 below demonstrates the concept of bar processing...
The 1 minute bars in yellow will only know the OHLCV of the 3 minute bar in yellow. The 1 minute bars in cyan will only know the OHLCV data of the 3 minute bar in cyan.


This image shows the 1 minute bar has access to the 3 minute bar of the same time stamp, but according to the first section above the secondary (3 minute bars) is not available, because it has not processed yet.

Can you help clarify please.
Thanks

[NinjaTrader_PatrickH]

Hello zacwhitesi,

Thank you for your post.

In the image from the 'How bars data is referenced' section you can see that the Yellow bars of the primary 1 minute series can only reference a closed 3 minute bar, you can also see that the 1 minute bar that closes at the same time as the 3 minute bar is reference first. This coincides with the information in the 'Working with Multi-Time Frame Objects' section of the 'Multi-Time Frame & Instruments' page.

Please let me know if you have any questions.

[zacwhitesi]

To clarify with a simple example; During the OnBarUpdate() for BarsArray[0] (the 1 minute dataseries) with a time stamp of 03:00.000, the 3 minute bar data (BarsArray[1]), of the same time stamp, can be accessed?
Thanks

[NinjaTrader_PatrickH]

Hello zacwhitesi,

Thank you for your response.

To clarify with a simple example; During the OnBarUpdate() for BarsArray[0] (the 1 minute dataseries) with a time stamp of 03:00.000, the 3 minute bar data (BarsArray[1]), of the same time stamp, can be accessed?
Thanks

The 1 Minute bar as BarsArray[0] with the timestamp of 03:00:00 could only access the 02:57:00 3 Minute BarsArray[1] bar.

Once the 1 Minute bar as BarsArray[0] with the timestamp of 03:00:00 and then the 3 Minute bar as BarsArray[1] with the timestamp of 03:00:00 has closed then the 1 Minute bar as BarsArray[0] with the timestamp of 03:01:00 can access the 3 Minute bar as BarsArray[1] with the timestamp of 03:00:00.

Please let me know if you have any questions.

[zacwhitesi]

The 1 Minute bar as BarsArray[0] with the timestamp of 03:00:00 could only access the 02:57:00 3 Minute BarsArray[1] bar.

...the 3 Minute bar as BarsArray[1] with the timestamp of 03:00:00 has closed then the 1 Minute bar as BarsArray[0] with the timestamp of 03:01:00 can access the 3 Minute bar as BarsArray[1] with the timestamp of 03:00:00.

Yes, that's how I understood it as well. So, going back to the image and the text that accompanies the image, it states that the first yellow 1 Minute bar has access to the first yellow 3 Minute bar and they both have the same timestamp of 3:00.000. And, the first cyan 1 Minute bar has access to the cyan 3 Minute bar both with a timestamp of 6:00.000.

[NinjaTrader_PatrickH]

Hello zacwhitesi,

I understand the difference you are pointing out now. I will follow up here when I have details on this matter.

[NinjaTrader_PatrickH]

Hello zacwhitesi,

Thank you for your patience.

With Calculate.OnBarClose we can see the secondary bar series with the same timestamp inside the primary bar series OnBarUpdate(). This is what is detailed in the 'How Bars Data is Referenced'.

However, in the 'Working With Multi-Time Frame Objects' section is referring to the OnBarUpdate() call. The primary series is guaranteed to call OnBarUpdate() first for the same timestamp as the secondary series.

Please let me know if you have any questions.

[zacwhitesi]

With Calculate.OnBarClose we can see the secondary bar series with the same timestamp inside the primary bar series OnBarUpdate(). This is what is detailed in the 'How Bars Data is Referenced'.

Again, the key word "inside" directly conflicts with the following sentence in 'Working With Multi-Time Frame Objects'...
Consequently, if you were looking to obtain a value from the secondary bars series, it would ONLY be available after the primary series has been processed...

[NinjaTrader_PatrickH]

Hello zacwhitesi,

Thank you for your response.

Our Product Management team is looking into a revision of the information. Thank you for bringing this to our attention.