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Time and sales

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    Time and sales

    Hello NT Team

    I have a question according to the time and sales
    I use patsystems and in the time and sales massively appears the block(trade)
    see picture
    and at these blocks the trade will not be executed in my system
    it is only executed when there is no block in the time and sales
    (see:http://www.ninjatrader.com/support/h...es_window2.htm)
    Do you know if this block is a real trade on the eurex (as my example) or if these block are real blocks as definition (like in wikipedia)

    can i filter these blocks out (not showing ?)

    greetings and thanks for a answer
    Attached Files

    #2
    Hello,

    There is no way to know for sure if these were actually executed as blocks, or packaged by the exchange, or even packaged by the data provider you are using. The block feature in NinjaTrader will only highlight the number of trades contained in an update has received as defined in your properties.

    I'd agree you are getting a massive amount of blocks, but this is likely a result of the Patsystems filtered connection. Using an unfiltered data provider, such as Kinetick, should allow you to see a higher resolution of trades as they come through.
    MatthewNinjaTrader Product Management

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      #3
      thank you for the fast answer
      i thought so as you described and there is obviously no other way than to take kinetik
      thank
      greetings frank

      Comment


        #4
        ok a last question

        when i connect patsystem and kinetik which one will be the master what will i see in the superdom and the time and sales because obviously patsystems is completly wrong (see attached picture left side eurex right side patsystems) what their filtering means is really not clear but as the picture shows the trades between 17:50:01 and 17:50:19 the trades of over 300 contracts seem not to exist!!! ( as example i place a order of 142,46 sell ask but it will never be executed!! even though patsystems shows several orders at that price!!!) on the eurex and if i take kinetik which should show eurex and patsystems overwrights it then kinetik makes not really sense.
        can you help their

        greetings
        Attached Files

        Comment


          #5
          Hello,

          The connection order is going to be important. In order to get your real-time data from your live Kinetick subscription, please make sure you are connecting to Kinetick first, and then connect to Patsystems.

          More on this topic at: http://www.ninjatrader.com/support/h...onnections.htm
          MatthewNinjaTrader Product Management

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