----------------------------------------------------------------
I would like to be able to inspect the tick data (not the bar data with open, high, low and close) of each trade in real time in order to build a custom indicator. I looked online at your samples and it looked likeyour samplesdealt with bar data only. I need to receive the raw tick data for each trade in order to accumulate my own data for a custom indicator that I would like to display on the chart, or even as a separate data window that I can dynamically add entries to.
Can you show me some examples of accessing the raw tick data in Ninjascript? How about opening a separate data window for updates?
Any help you can provide would be greatly appreciated.
-----------------------------------------------------------------
Answer:
Custom Indicators:
This depends what you mean by tick data? The OnBarUpdate() method fires each incoming tick (last trade) and you can access the MarketData object which holds properties for ask/bid/last price and volume. If you want to access this object on any change in any market data property, this can be done as well but you would need to create an event handler to fire on this type of market data change event. If this is what you want to do, let me know and I can provide an example. Keep in mind that indicators plot only on incoming last trade tick which is handled by the OnBarUpdate() method.
Separate Data Window:
We will be releasing shortly the Ninja QuoteBoard which supports custom columns that can be defined via NinjaScript. You have the option of calculating the column value using:
- Change in any market data property
-Each incoming tick
- Order status event
- Execution/Fill event
- Position size change event
- Account information change event
There might be others but I can't remember off the top of my head.
I hope this helps.
Ray
Comment