The read-only state your OnBar logic works from: price history, the current bar, your position, the account, the session and the instrument's trading metadata.

Bars

BarCount is the number of bars available (use it to skip warm-up), CurrentBar is the most recently closed bar, and GetBar(barsAgo) walks back: GetBar(0) is the current bar, GetBar(1) the one before, in O(1). GetBar throws ArgumentOutOfRangeException past the available history; TryGetBar returns false instead. A Bar is an OHLCV value struct: Open, High, Low, Close (all double), Volume, TickCount, the true-UTC StartUtc / EndUtc, the chart-zone StartDisplay / EndDisplay, and Start / End (the chart timeline).

C#int  n   = BarCount;            // history + bars closed since start
Bar  cur = CurrentBar;          // most recent closed bar
Bar  ago = GetBar(3);           // 3 bars ago
if (TryGetBar(10, out Bar b)) { /* b exists */ }

bool closed = IsBarClosed;      // false during an intra-bar callback (see Calculation cadence)
double range = cur.High - cur.Low;

History that closed before the run started is readable through GetBar from OnStart on, and drives no OnBar. Each bar that closes after the run starts drives one closing callback. At least one bar exists by the first OnBar, so reading CurrentBar there is always safe; elsewhere CurrentBar throws InvalidOperationException while BarCount is 0.

Position & account

IsFlat, IsLong and IsShort answer the common question directly and make edge-triggered entries read cleanly. Position carries the signed Quantity (positive long, negative short), AverageEntryPrice, LastPrice, UnrealizedPnL and RealizedPnLSession. AccountSnapshot carries CashValue, Equity, RealizedPnL, BuyingPower, Currency and more. Both are null until the platform has reported them, so guard before dereferencing.

C#if (IsFlat) { /* no position */ }

Position? pos = Position;            // null when flat or not yet reported
if (pos is { } p)
    Log($"qty={p.Quantity} entry={p.AverageEntryPrice} uPnL={p.UnrealizedPnL}");

Account? acc = AccountSnapshot;      // null until the account is reported
decimal? equity = acc?.Equity;

WorkingOrders lists the run's non-terminal orders for its account and instrument.

Instrument metadata & sizing

The host fills the instrument's trading metadata from its instrument catalog, so a strategy reads it instead of asking the user for it. Each value is null when the host could not resolve it.

Session, identity & risk state

Session-anchored logic

For "trade RTH only" or "flatten at the close" logic, Session returns the run's stateful ISessionIterator, created once on first access. IsFirstBarOfSession is the place to reset per-session state; InSession gates entries to trading hours.

C#protected override void OnBar()
{
    if (IsFirstBarOfSession) ResetDailyCounters();   // new trading session
    if (!InSession) return;                          // RTH-only gate

    // flatten when this bar opens a new session
    if (Session.IsNewSession(CurrentBar.EndUtc, includesEndTimestamp: true) && !IsFlat)
        Flatten();
}

Order flow and the order book

TryGetOrderFlowBar(barsAgo, out OrderFlowBar orderFlow) returns the per-bar order-flow snapshot (bid and ask volume per price, delta, point of control) for a closed bar, with the same indexing as GetBar. It returns false when the run has no order flow, when the index is out of range, and for the developing bar of an intra-bar callback. The host loads order flow for a run only when the strategy asks for it: implement IOrderFlowAwareStrategy, or declare an indicator marked [RequiresOrderFlow].

C#using System.Collections.Generic;
using SabrTrader.Pipeline.OrderFlow;
using SabrTrader.Pipeline.Strategies;

public sealed class DeltaStrategy : Strategy, IOrderFlowAwareStrategy
{
    // Called before OnInitialize with the run's parameter overrides; return true to load order flow.
    public bool RequiresOrderFlow(IReadOnlyDictionary<string, object>? parameterValues) => true;

    protected override void OnBar()
    {
        if (TryGetOrderFlowBar(0, out OrderFlowBar flow) && flow.Delta > 500 && IsFlat)
            EnterLong(1);
    }
}

RequiresOrderFlow must be free of side effects and must not throw; return false for a configuration that needs no order flow, because loading it is expensive. TryGetOrderBook(out IOrderBook? book) returns the run's order book in a backtest that replays a recorded MBO or L2 tape; see Recorded order book. RecordedDepth opens the recorded tapes directly, and OptionChains gives read access to option chains; see Multi-leg orders & exercise for options trading from a strategy.