I would like to know if there is a way for ninjatrader,with script or out of the box tools, to interact/use or charts those quotes updates? To make sure we are on the same page, a quote update is not a trade/tick, it s only an update of the volume on the DOM. If you look at a DOM, you can see, let say for the mini S&P, ten level of price higher and lower. The volume on those level changes constantly, even in between trades. THAT is a quotes updates. And it s THOSE updates that I wanna put on a charts. I'm with IQFEED and JAY Froscheiser (IQFEED guru) told me that they do send ALL the quotes updates/volume changes on all level of price. There is on average 10 to 20 time more quotes updates than actual trades/ticks. So, to re-iterate my question,is a way for ninjatrader,with script or out of the box tools, to interact/use or charts those quotes updates?
Regards
Max
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