Is this possible (indicator using t&s and level 2)

[Tudor]

Hello, and thanks for looking.

I have a question regarding the possibility of making an indicator. I have zero experience programming and zero knowledge of it, so please take that into consideration.

Basically, what I am looking for is to see the first level of bid and ask next to each transaction that occurred on the time and sales. To give an example to clarify, suppose there is 6 on the bid and 12 on the offer, and someone just bought 6 contracts from the offer, I would like to see something like "6:47:32 (time) 1125 (price) 6 (size) 6 (bid) 12 (offer, just prior the trade went through).

Let me know if this is clear or not.

I appreciate all help that I can get with this, and most importantly, if it is even possible?

Thanks

[NinjaTrader_Bertrand]

Welcome to our forums Tudor, this would be doable in our NinjaScript as you can have programmatic access to Level 1 and Level 2 data (OnMarketData() and OnMarketDepth() methods in NinjaScript) - however creating this would not be an easy task for someone without programming knowledge.

There are though a range of certified NinjaScript consultants available that could create the desired study for you : http://www.ninjatrader.com/partners#...pt-Consultants

[Tudor]

Thanks for the quick reply Bertrand.

Would you be able to point me in the right direction if I would like to do it myself?

[NinjaTrader_Bertrand]

Sure thing Tudor, to get started in general with NinjaScript I would recommend those tutorials here :

http://www.ninjatrader.com/support/helpGuides/nt7/tutorials.htm

For the needed Level 1 and Level 2 data access in NinjaScript, the methods below would be what you seek :

http://www.ninjatrader.com/support/helpGuides/nt7/onmarketdata.htm

http://www.ninjatrader.com/support/helpGuides/nt7/onmarketdepth.htm

[Tudor]

Thanks for all the help, hopefully it's not much more difficult than I am expecting, hah!