Times and Sales data with Ninja Script?

[pacman]

Hi,
Is there any way to have access to the time and sales data from Ninja Script?
Thanks

[NinjaTrader_JoshP]

Please take a look at this reference sample: http://www.ninjatrader-support.com/v...ead.php?t=3478

[pacman]

Thanks for your answer Josh.

I had a look at the example you referenced but I cannot see how to deduce the sales or buys.

OnMarketDepth gives you the change in volume in the ask and bid. Every change in an entry doesn't mean a sale or buy , as it will include cancelations and new orders.

Is there any way I can get the last price sale or buy and its volume?

Thanks
PS: I can get the difference in volume on the Bar Update (changing the refresh of the bar to be minimal) but that will be all the buys and sales for that period of time (refresh of the bar) so it won't be the time and sales either.

[NinjaTrader_Dierk]

Check out the OnMarketData event which probably is what you are looking for: http://www.ninjatrader-support.com/H...arketData.html

[pacpac]

That works

protected override void OnMarketData(MarketDataEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Last)
Print("Last = " + e.Price + " " + e.Volume);


I can get the last sale and its volume.

Thanks