Is there anybody that may be working on this for ninjatrader?
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Time and Sales Resting Orders Indicator
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Time and Sales Resting Orders Indicator
Is it possible to program such an indicator in Ninjascript? Will CQG data feed show orders / numbers correctly?
Is there anybody that may be working on this for ninjatrader?
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Hello timothymhanna,
Yes, you can access both time and sales data for transactional information (bid,ask, last updating) or resting orders through level II or market depth. Yes, market depth is available with CQG connection.
I'm not aware of an indicator that does exactly this, but this sample can help you work with market depth data in NinjaScript:
Ryan M.NinjaTrader Customer Service
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