I have found indicators based on volumes in NT7, and have can I save data from this inline indicator directly to file (for example last 5-10 trades from table time and sales).
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saving time and sales data to file
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daglas, you could store data for example with System File IO as shown in this sample here -
The Time and Sales data stream could be accessed in OnMarketData(), or by GetCurrentBid / GetCurrentAsk / Close[0] in OnBarUpdate() with CalculateOnBarClose = false.BertrandNinjaTrader Customer Service
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Originally posted by NinjaTrader_Bertrand View Postdaglas, you could store data for example with System File IO as shown in this sample here -
The Time and Sales data stream could be accessed in OnMarketData(), or by GetCurrentBid / GetCurrentAsk / Close[0] in OnBarUpdate() with CalculateOnBarClose = false.
Average volume in T&S 8 lots per seconds for 6E, and average volumes in DOM nearly 300-400 lots per second.
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