Tick Level data

[morrnel]

I wish to analyze the data at the tick level. Do you have an example I might look at? What variables are available?
Thanks!

[NinjaTrader_BrandonH]

Hello morrnel,

Thanks for your post.

You could create an indicator that uses a Calculate mode of OnEachTick to have an indicator process and calculate values for each incoming tick.

See this help guide page for more information about Calculate: https://ninjatrader.com/support/help.../calculate.htm

Below is a link to a forum post with helpful information about getting started with NinjaScript.
https://ninjatrader.com/support/foru...040#post786040

Here is a link to our publicly available training video, 'NinjaScript Editor 401', for you to view at your own convenience.

NinjaScript Editor 401 - https://youtu.be/H7aDpWoWUQs?list=PL...We0Nf&index=14

I am also linking you to the Educational Resources section of the Help Guide:
https://ninjatrader.com/support/help..._resources.htm

If you are new to C#, to get a basic foundation for the concepts and syntax used in NinjaScript I would recommend this section of articles in our help guide first:
https://ninjatrader.com/support/help...g_concepts.htm

And the MSDN (Microsft Developers Network) C# Language Reference.
https://ninjatrader.com/support/help...erence_wip.htm

Let us know if we may assist further.

[morrnel]

this is awesome! THanks.
btw, I am quite experienced with C#. I just need the logic unque to NinjaTrader.

Next question, I wish to develop logic using the Python language. I know I can create data putting it into a csv or xlsx. But how do I go ab out accessing the data live? Or do I need to use another brokerage for that?

I just need the live feed.

[NinjaTrader_BrandonH]

Hello morrnel,

Thanks for your note.

NinjaTrader uses C# for developing NinjaScripts, not the Python programming language.

Unfortunately, working with the Python programming language is not something we would be able to provide assistance with. Further, we do not provide C# programming education services in our support. This is so that we can maintain a high level of service for all of our clients as well as our partners.

That said, NinjaTrader does have an API available as a C# managed and unmanaged assembly. Support for the API is very limited.

The Application Programming Interface (API) is available in the NTDirect.dll (unmanaged) and NinjaTrader.Client.dll (managed) files for you to use in an external application to interface with NinjaTrader. These two files provide the same functions, however, you may find the NinjaTrader.Client.dll is easier to reference in your custom application.

Support for the API is limited from NinjaTrader Support. We are not able to assist with any code in an application external to NinjaTrader. We are able to detail the usage of any methods available from the API.

Below I am providing a publicly available link to the help guide that lists the functions available to the API.
Help Guide NT8 API functions - http://ninjatrader.com/support/helpG..._interface.htm

Please also refer to this forum post link for more information about the NinjaTrader API — https://ninjatrader.com/support/foru...art#post793626

This forum thread will be open for other developers in the community to share their insight if anyone has tips for unsupported external application code.

Let us know if we may assist further.

[morrnel]

After reading the first response again, perhaps I asked the wrong quesiton. I will try again.

I wish to analyze the data at the tick level. Do you have an example analyzing tick level data I might look at? What variables are available?

[NinjaTrader_BrandonH]

Hello morrnel,

Thanks for your note.

Please provide a brief description explaining what exactly you mean by "analyzing tick level data".

What exactly is the data are you wanting to analyze in your script?

You could create a NinjaScript that uses a Calculate mode of OnEachTick to have the script process information for each incoming tick that occurs. For example, if you are wanting to print out Open, High, Low, Close price data for each incoming tick that occurs, you could add prints to the script that print out the current Open[0], High[0], Low[0], Close[0].

OnMarketData() could be used to get the bid, ask, last price, and volume for every change in level one market data for an underlying instrument.

See the help guide documentation below for more information.

PriceSeries: https://ninjatrader.com/support/help...riceseries.htm
Calculate: https://ninjatrader.com/support/help.../calculate.htm
OnMarketData: https://ninjatrader.com/support/help...marketdata.htm

Let us know if we may assist further.