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Partner 728x90
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How do I retrieve the data for each individual buy and sell order that has been filled? Looking to build an indicator similar to trade detector, and so I need each individual order that has gone through.Tags: None
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Hello wavestrader,
Thank you for your note.
Each trade of a instrument is going to be contained in the tick data, so adding a secondary tick series to an indicator or strategy and referencing the close, volume and time of that tick wouold reveal the trade price, size, and time.
I've attached a sample indicator which when you apply to a chart will print to the output window the price, size, and time.
Please let us know if you need further assistance.Attached FilesAlan P.NinjaTrader Customer Service
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Hello wavestrader,
You could pull in a bid and a ask series, and compare the tick to the bid and ask to identify which price the tick/trade took place at.
Below would be a link to the helpguide covering adding a bid/ask series.
Another and maybe a better approach you could go with would be to see the BuySellVolume indicator preloaded on NinjaTrader, which uses OnMarketData to check at which price a trade occurred.
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
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