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Volume data

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    Volume data

    Hello,

    Iīd like to know if I can use the volume data and work with to build my own list or groups referring to a certain time, for example all sell orders and all buy orders every minute.

    Thanks and best regards
    Tony

    #2
    Hello Tonynt,

    Thank you for your post.

    It would be possible to export the historical data and then you would need to filter the volume data. Then with that data you can work with it in any manner you see fit.

    To export the data please see the following link.
    http://www.ninjatrader-support.com/H...de.html?Export
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Volume

      Hello Ryan,

      thanks for your reply. Iīve another question concerning the volume: in the T&S window I can set a filter for example higher volume than 20. But can I also do <20 so that in the other window I have only the small orders?

      Thanks
      Tony

      Comment


        #4
        Hello Tony,

        Unfortunately, this is not presently supported. One possibility is that you could reduce the block trade size such that more trades are flagged as block trades so that you can differentiate the small trades.
        Ryan O.NinjaTrader Customer Service

        Comment


          #5
          Export data

          Hello Ryan,

          now I read the instructions concerning my question ref. working with volume data and I read " you can export historical data..." I donīt want to read historical data, I want to see actual data and for example every minute the total quantity of that period because in the T&S I see whatīs coming in but I canīt catch all quantities with the eyes.

          Thanks
          Tony

          Comment


            #6
            Export

            Hello Ryan,

            can I export the data every minute automatically? Must be possible as in some webinars Iīve seen that they work with actual volume data to show in a different way and with a total sum for a certain period (and of course actualizing itself all the time).

            Thanks
            Tony

            Comment


              #7
              Hi Tony,

              To do that you would need to program a custom indicator based on the volume data. Please refer to the following link.
              http://www.ninjatrader-support.com/H...tml?Overview18

              Or one of our NinjaScript Developers could program an indicator on your behalf.
              http://www.ninjatrader.com/webnew/pa...injaScript.htm

              As an aside, there are many volume indicators pre-loaded into NinjaTrader that may accomplish what you are looking to see. Please see the following link.
              http://www.ninjatrader-support.com/H...lumeIndicators
              Ryan O.NinjaTrader Customer Service

              Comment


                #8
                Hi Tony,

                Regarding your second question. This would be possible with custom programming as part of a built indicator.
                Ryan O.NinjaTrader Customer Service

                Comment


                  #9
                  T&amp;S

                  Hello Ryan,

                  thanks for your information. Referring to the idea with the "blockmarking" in the T&S window I want to ask if itīs possible to make the whole line of the block in a certain color (white) -by this I could make invisible the higher quantities (as itīs not possible to set a filter "smaller than xx") When only I have written "block" besides this helps not really.

                  Best
                  Tony

                  Comment


                    #10
                    Tony,

                    Setting the block size will only alert you to the presence. The main properties such as color can be modified but you can not change the color such they will not show, unfortunately.
                    Ryan O.NinjaTrader Customer Service

                    Comment

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