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Reconstructed Tape

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    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

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      #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

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