Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Times and sales reconstruction

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

    Times and sales reconstruction

    “Since data feeds report trades on the Time & Sales with the filled resting orders rather than the trade initiator (since 2009) a number of companies have sprung up over the years to reconstruct the trades back together. Rightly so none claim to do it 100% correctly as it is impossible to do so, but my belief is they do a pretty good job, having read the tape for a number of years.”

    does NT times and sales reconstruct the trades?

    Background:


    Hi, Since data feeds report trades on the Time & Sales with the filled resting orders rather than the trade initiator (since 2009) a number of...

    #2
    I am not familiar with a supported data feed that provides this service nor does any NinjaTrader window attempt to 'reconstruct' this information. I am not familiar with what the quote is referring to and the link to the other forums doesn't provide much more insight as to what this actually is. Do you have any other resources, or could you contact the original poster of this information for further clarification? They mention Jigsaw (a third party add-on developer) provides this, so perhaps it's possible via custom NinjaScript.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by JonesJoker, 04-22-2024, 12:23 PM
    8 responses
    41 views
    0 likes
    Last Post JonesJoker  
    Started by timko, Today, 06:45 AM
    0 responses
    3 views
    0 likes
    Last Post timko
    by timko
     
    Started by Waxavi, 04-19-2024, 02:10 AM
    2 responses
    39 views
    0 likes
    Last Post poeds
    by poeds
     
    Started by chbruno, Yesterday, 04:10 PM
    1 response
    44 views
    0 likes
    Last Post NinjaTrader_Gaby  
    Started by Max238, Today, 01:28 AM
    1 response
    25 views
    0 likes
    Last Post CactusMan  
    Working...
    X