• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Reconstructed Tape

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Reconstructed Tape

    What we are looking for is the source code to this functionality so that we can do what we need to with the 'raw' order data, not all these broken up T&S data.

    https://www.discotrading.com/Description/3019

    Can we get the source code to the current T&S window and I can write the code to consolidate the trades back to a reconstructed tape!

    #2
    Hello seanhughes16,

    While we cannot provide the internal source code for any window in NinjaTrader, I do have an example that demonstrates how to reproduce the behavior of the Time & Sales window in an indicator using data from OnMarketData.

    http://ninjatrader.com/support/forum...265#post503265
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea - I will take a look at those T&S code files and let you know if I run into any trouble getting a reconstructed tape up and functioning!

      Thank you for providing those, greatly appreciated.

      Comment


        #4
        Originally posted by seanhughes16 View Post
        Hi Chelsea - I will take a look at those T&S code files and let you know if I run into any trouble getting a reconstructed tape up and functioning!

        Thank you for providing those, greatly appreciated.

        Sean would mind sharing with us if you were able to reconstruct the tape?

        Comment


          #5
          Hi staycool3_a,

          I looked at the code provided and realized quickly that it was not going to meet my objectives so I have tabled this request for now.

          It requires learning the Add-On API and functionality and I just don't have the time for that right at the moment with the other coding projects I have in play.

          I did get another DM from someone on this Forum asking for it so I know other people are tired of wading through thousands of 1,2, and 5 in order to see what the "real" order flow looks like.

          The main problem with Disco's implementation is that you have no access to the internal values which makes it a visual tool only. Most of us are trying to access
          values pragmatically in indicators or strategies.

          More to come.

          Thanks
          Sean

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Stok, Today, 08:44 AM
          0 responses
          2 views
          0 likes
          Last Post Stok
          by Stok
           
          Started by Longhornmark, Today, 08:22 AM
          0 responses
          4 views
          0 likes
          Last Post Longhornmark  
          Started by akuntysh, Today, 12:02 AM
          2 responses
          10 views
          0 likes
          Last Post akuntysh  
          Started by hir04068, Today, 04:26 AM
          1 response
          8 views
          0 likes
          Last Post NinjaTrader_PaulH  
          Started by Revan, Yesterday, 11:53 PM
          4 responses
          27 views
          0 likes
          Last Post NinjaTrader_Jim  
          Working...
          X