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OnMarketData outside of session

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    OnMarketData outside of session

    I noticed that my indicator which uses OnMarketData was still receiving events even after the chart session was complete.
    My chart properties had the end time 3:15 pm and in the evening, while this chart was still showing and I was connected to live market, it was still receiving events.

    This was a surprise.

    Is this correct behavior?

    Is this true for other events?

    Is this documented? Can you point me to it because I could not find it.

    Thanks,
    Gary

    #2
    Gary, OnMarketData() would fire events for each Level 1 change and is not tied to the OnBarUpdate() which would fire for each bar update (thus chart sessions set would apply of course).

    I don't believe this is documented to this level, thanks for bringing it up.
    BertrandNinjaTrader Customer Service

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