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Possible to know how many contracts traded at specified times?

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    Possible to know how many contracts traded at specified times?

    Hello,

    If I download market replay data (please tell me if I need Level 1 or Level 2), how can I know how many contracts were traded during such specific times?

    For example:

    I downloaded July 12th, 2018's ES 09-18 data for ES futures.

    If I go in market replay at let's say from 10:00 AM EST onward, is it possible to see a column which shows many contracts are being traded? If yes, how can I do that? Again, do I need Level 1 or Level 2 data for it?

    Thank you.

    #2
    It sounds like you're referring to volume. If so, all you would need to do is add the volume indicator to your chart. This data is downloaded with L1 data for market replay.
    Patrick G.NinjaTrader Customer Service

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      #3
      Thank you for reply.

      More specific, I need to see Time and Sales window in replay. Is that possible?

      Thanks.

      Comment


        #4
        Yes. Open a Time and Sales window to see Time and Sales data while using Market Replay.
        Patrick G.NinjaTrader Customer Service

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