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Open Interest
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Hello blar58,
There is no way to access the open interest inside NinjaScript.
I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. We at NinjaTrader highly value the suggestions of users. Once I get a unique tracking ID for this request I will send it to you.
Please let me know if I can be of further assistance.JCNinjaTrader Customer Service
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Open Interest NT8
In the Major Enhancements PDF, Open Interest is a data field.
Does that mean that we will be able to import instrument data with the Open Interest?
How exactly has OI been added to NT8--and how will we now be able to access the OI data within NT8?
Thanks,
Aventeren
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Aventeren,
Thank you for your post.
This has been added as an available market data type that is pushed through by the data provider.
This can be applied to the market analyzer and available through NinjaScript, so long as the data provider is supported for receiving Open Interest data.Cal H.NinjaTrader Customer Service
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Originally posted by NinjaTrader_Cal View PostAventeren,
Thank you for your post.
This has been added as an available market data type that is pushed through by the data provider.
This can be applied to the market analyzer and available through NinjaScript, so long as the data provider is supported for receiving Open Interest data.
Will you then be changing your data import formatting guidelines, too (http://www.ninjatrader.com/support/h...?importing.htm), to include a new OI data field? And will that mean that we will need to re-import data to include OI? Would existing data imports be amended by NT8 to include a new null value for OI? How will you guys handle this?
Thanks,
Aventeren
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Aventeren,
As far as formatting, logic, and data import, those items have not be finalized and are TBD.
As for the availability of the Open Interest, this will again be dependent on the data provider which is still being worked out with the updated APIs. We do not have a list at this time of who will be available for this data type.Cal H.NinjaTrader Customer Service
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Originally posted by NinjaTrader_Cal View PostAventeren,
As far as formatting, logic, and data import, those items have not be finalized and are TBD.
As for the availability of the Open Interest, this will again be dependent on the data provider which is still being worked out with the updated APIs. We do not have a list at this time of who will be available for this data type.
Comment
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Hello sumana.m,
Thank you for your post.
It is possible to pull Open Interest through OnMarketData() if your provider supports Open Interest (Kinetick and IQFeed support Open Interest in NinjaTrader 8).
This means you could build a custom indicator for this information. For reference on the MarketDataEventArgs please visit the following link: http://ninjatrader.com/support/helpG...aeventargs.htm
Please let me know if you have any questions.
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