OnFundamentalData()

Definition

An event driven method which is called for every change in fundamental data for the underlying instrument.

This method is NOT called on historical data (backtest).

Method Return Value

This method does not return a value.

Syntax

You must override the method in your strategy or indicator with the following syntax.

protected override void OnFundamentalData(FundamentalDataEventArgs fundamentalDataUpdate)

The NinjaScript code wizards can automatically generate the method syntax for you when creating a new script.

Parameters

Parameter	Description
fundamentalDataUpdate	FundamentalDataEventArgs representing the recent change in fundamental data

Examples

1 protected override void OnFundamentalData(FundamentalDataEventArgs fundamentalDataUpdate)
2 {
3     // Print some data to the Output window
4     if (fundamentalDataUpdate.FundamentalDataType == FundamentalDataType.AverageDailyVolume)
5         Print("The current ADV is " + fundamentalDataUpdate.LongValue);
6 }

With multi-time frame and instrument strategies, OnFundamentalData() will be called for all unique instruments in your strategy. Use the BarsInProgress to filter the OnFundamentalData() method for a specific instrument.
Do not leave an unused OnFundamentalData() method declared in your NinjaScript object. This will unnecessarily attach a data stream to your script which uses unnecessary CPU cycles.