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Time and sales information

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  • NinjaTrader_ChelseaB
    replied
    Hello ballboy11,

    Thank you for the post.

    The T&S data is aggregated tick market data. To aggregate your own, add a one tick Ask and one tick Bid data series to the script. Then get the time stamp of each of those ticks.

    Initalize(){
    //
    //Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)
    Add("ES 12-17", PeriodType.Tick, 1, MarketDataType.Ask);
    Add("ES 12-17", PeriodType.Tick, 1, MarketDataType.Bid);

    }

    protected override void OnBarUpdate()
    {

    if (BarsInProgress == 1)
    {
    Print("Ask" + Close[0]);
    }

    if (BarsInProgress == 2)
    {
    Print("Bid" + Close[0]);
    }
    }

    Please see the following links for more information:

    BarsInProgress:
    https://ninjatrader.com/support/help...inprogress.htm

    Please let us know if we may be of any further assistance.
    https://ninjatrader.com/support/foru...390#post522390

    Leave a comment:


  • ballboy11
    started a topic Time and sales information

    Time and sales information

    Does Ninjatrader keep track of time and sales information or is it just and ouptut on the time and sales window?

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