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| General Programming General NinjaScript programming questions. |
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#1 |
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Senior Member
Join Date: Apr 2008
Posts: 298
Thanks: 4
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Hi guys,
can you please confirm that every print in T&S is one actual deal (or is it amalgamation of few within some "refresh" interval)? Same question about DOM changes. I use IB connection. Do you print everything what data provider sends you or you do some amalgamation? If I use events like OnMarketDepth or OnMarketData - are they provide same level of details as NT DOM and TS windows or better? Thank you |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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We print every trade event given to us by whomever we are connected to. We do not manipulate this data once it hits NT.
Ray
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Apr 2008
Posts: 298
Thanks: 4
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thank you . . .
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#4 |
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Senior Member
Join Date: Apr 2008
Posts: 298
Thanks: 4
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Actually Ray,
can you please tell (from your experience) who provides more than 5 levels in depth and IDs of MM, ECNs etc on US, UK and European future markets? (compatible with NT I mean). |
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#5 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Boy...I really could not tell you since we support so many providers and markets etc...
Ray
NinjaTrader Customer Service |
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#6 |
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Senior Member
Join Date: Apr 2008
Posts: 298
Thanks: 4
Thanked 0 times in 0 posts
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I understand
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