Hello,
as discussed about improving adapters in this post http://ninjatrader.com/support/forum...ad.php?t=76597, I will comment the following for if that could be included in improving adapters.
Rithmic's dataflow reports if a trade has been buy or sell (the original data already includes a field marked with B or S). It is therefore not necessary within a codescript to check if the price is at BestBid or BestAsk to deduce whether the trade was buy or sell.
Possibly others datafeed also include some field about this specific feature of trades (buy or sell).
For programmers it is a pity not to have this information within the OnMarketData because it forces us compare with the currentAsk and currentBid, sometimes resulting in bizarre situations (aboveask, belowbid or between).
Thanks.
as discussed about improving adapters in this post http://ninjatrader.com/support/forum...ad.php?t=76597, I will comment the following for if that could be included in improving adapters.
Rithmic's dataflow reports if a trade has been buy or sell (the original data already includes a field marked with B or S). It is therefore not necessary within a codescript to check if the price is at BestBid or BestAsk to deduce whether the trade was buy or sell.
Possibly others datafeed also include some field about this specific feature of trades (buy or sell).
For programmers it is a pity not to have this information within the OnMarketData because it forces us compare with the currentAsk and currentBid, sometimes resulting in bizarre situations (aboveask, belowbid or between).
Thanks.
Comment