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volume vs tick data

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    volume vs tick data

    Hello is it possible in NT7 to capture and track the Uptick Downtick activity vs and distinct from the traded volume for futures instruments.
    Would i need to capture and track the ticks in an onmarketdata based indicator.
    Having looked at historical data manager for futures can only see the volume.
    Just exploring something. I realise NT7 doesnt store bid/ask/last in database but wondered about this. Please let me know if you need more information or question not clear

    thank you

    #2
    update to post

    OK having looked further in threads - i see the code sample of cumulativetick code dating back which is pre gom code and nt6.5. This is example to pull out the ticks & not the uptick/downtick volume.Do any of the ninja supplied indicators do this realtime in onmarketdelta tried looking.
    thanks

    Comment


      #3
      soulfx, I think I recall which sample code you refer to, instead of counting the actual ticks, you could definitely look into cumulating the volume as well and arrive at your figures. OnMarketData is ideal since it would guarantee you see a call / event for each Level 1 data change.

      We do ship NT with a couple of powerful volume indicator as well which you can review - https://www.ninjatrader.com/support/...indicators.htm

      Our next major platform update will have several enhancements that make analysis in this area even more exciting.
      BertrandNinjaTrader Customer Service

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