OnFundamentalData()

Definition

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

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Note

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)

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Note

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

Parameters

ParameterDescription
fundamentalDataUpdateFundamentalDataEventArgs representing the recent change in fundamental data

Examples

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

  1. 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.
  2. 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.

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