MarketData

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// Example of subscribing/unsubscribing to market data from an Add On. The concept can be carried over
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// 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 Instrument instrument;
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    public MyAddOnTab()
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    {
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        instrument = Instrument.GetInstrument("AAPL");
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        if (instrument == null)
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            return;
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        // Subscribe to market data. Snapshot data is provided right on subscription
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        // Note: "instrument" is a placeholder in this example, you will need to replace 
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        // with a valid Instrument object through various methods or properties available depending
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        // on the NinjaScript type you are working with (e.g., Bars.Instrument or Instrument.GetInstrument())
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        if (!instrument.Dispatcher.HasShutdownStarted)
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            instrument.Dispatcher.InvokeAsync(() => instrument.MarketData.Update += OnMarketData);
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        // Printing snapshot market data for the last price and time
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        NinjaTrader.Code.Output.Process(instrument.MarketData.Last.Price.ToString() + " " + instrument.MarketData.Last.Time.ToString(),
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                PrintTo.OutputTab1);
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    }
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    // This method is fired on market data events
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    private void OnMarketData(object sender, MarketDataEventArgs e)
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    {
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        // Do something with market data events
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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 market data subscription
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        if (instrument != null)
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            instrument.MarketData.Update -= OnMarketData;
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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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}