Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Bid Ask Volume From OnMarketData processing
Collapse
X
-
Hello,
Thanks for the note.
With the forex market since there is no single exchange this bid ask data is simulated from your provider. Therefor you may get some unexpected output however most people do not do any analysis on it since it is not a complete picture.
With Futures this works since there is a single futures exchange where all orders are placed.
-Brett
Leave a comment:
-
Bid Ask Volume From OnMarketData processing
Hello AdamP,
New topic, I am wondering anyway to get correct Bid-Ask volume for cash forex instrument. My connection is via IB.
For futures, I connect via ZenFire and the OnMarketData processing give Bid-Ask volume correctly, but if I choose cash Forex, Bid-Ask volume is always decreasing.
Thanks,
Best Regards,
Edward K.Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Mestor, 03-10-2023, 01:50 AM
|
12 responses
307 views
0 likes
|
Last Post
by z.franck
Today, 04:29 AM
|
||
Started by AgriTrdr, 07-16-2023, 12:54 PM
|
32 responses
267 views
0 likes
|
Last Post
by f.saeidi
Yesterday, 06:49 AM
|
||
Started by Mestor, Today, 03:15 AM
|
0 responses
2 views
0 likes
|
Last Post
by Mestor
Today, 03:15 AM
|
||
Started by Padan, Today, 02:02 AM
|
0 responses
6 views
0 likes
|
Last Post
by Padan
Today, 02:02 AM
|
||
Started by bukowa, 11-09-2023, 06:07 PM
|
20 responses
409 views
0 likes
|
Last Post
by Adfra
Today, 01:36 AM
|
Leave a comment: