BarsRequest

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/* Example of subscribing/unsubscribing to bars data events from an Add On as well as making bars requests.
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The concept can be carried over to any NinjaScript object you may be working on. */
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public class MyAddOnTab : NTTabPage
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{
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private int daysBack = 5;
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private bool barsRequestSubscribed = false;
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private BarsRequest barsRequest;
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public MyAddOnTab()
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{
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  // create a new bars request.  This will determine the insturment and range for the bars to be requested
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  barsRequest = new BarsRequest(Cbi.Instrument.GetInstrument("AAPL"), DateTime.Now.AddDays(-daysBack), DateTime.Now);
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  // Parametrize your request.
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  barsRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1 };
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  barsRequest.TradingHours = TradingHours.Get("Default 24 x 7");
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  // Attach event handler for real-time events if you want to process real-time data
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  barsRequest.Update     += OnBarUpdate;
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  // Request the bars
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  barsRequest.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
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  {
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    if (errorCode != ErrorCode.NoError)
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    {
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      // Handle any errors in requesting bars here
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      NinjaTrader.Code.Output.Process(string.Format("Error on requesting bars: {0}, {1}",
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                                      errorCode, errorMessage), PrintTo.OutputTab1);
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      return;
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    }
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    // Output the bars we requested. Note: The last returned bar may be a currently in-progress bar
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    for (int i = 0; i < bars.Bars.Count; i++)
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    {
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      // Output the bars
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      NinjaTrader.Code.Output.Process(string.Format("Time: {0} Open: {1} High: {2} Low: {3} Close: {4} Volume: {5}",
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                                      bars.Bars.GetTime(i),
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                                      bars.Bars.GetOpen(i),
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                                      bars.Bars.GetHigh(i),
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                                      bars.Bars.GetLow(i),
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                                      bars.Bars.GetClose(i),
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                                      bars.Bars.GetVolume(i)), PrintTo.OutputTab1);
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    }
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    // If requesting real-time bars, but there are currently no connections
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    lock (Connection.Connections)
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      if (Connection.Connections.FirstOrDefault() == null)
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        NinjaTrader.Code.Output.Process("Real-Time Bars: Not connected.", PrintTo.OutputTab1);
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  }));
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}
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// This method is fired on real-time bar events
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private void OnBarUpdate(object sender, BarsUpdateEventArgs e)
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{
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  /* Depending on the BarsPeriod type of your barsRequest you can have situations where more than one bar is
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   updated by a single tick. Be sure to process the full range of updated bars to ensure you did not miss a bar. */
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  // Output bar information on each tick
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  for (int i = e.MinIndex; i <= e.MaxIndex; i++)
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  {
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    // Processing every single tick
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    NinjaTrader.Code.Output.Process(string.Format("Time: {0} Open: {1} High: {2} Low: {3} Close: {4}",
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                                    e.BarsSeries.GetTime(i),
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                                    e.BarsSeries.GetOpen(i),
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                                    e.BarsSeries.GetHigh(i),
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                                    e.BarsSeries.GetLow(i),
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                                    e.BarsSeries.GetClose(i)), PrintTo.OutputTab1);
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  }
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}
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// Called by TabControl when tab is being removed or window is closed
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public override void Cleanup()
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{
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  // Make sure to unsubscribe to the bars request subscription
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  if (barsRequest != null)
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    {
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       barsRequest.Update -= OnBarUpdate;
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       barsRequest.Dispose();
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      barsRequest = null;
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     }
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}
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// Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.
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}