Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Up or Down
Collapse
X
-
Hello ThalesR95,
Thank you for you note.
Say the market is 10 bid offered at 11. If the price trades at 10, it was a market order sale, if 11’s trade it is a market order buy. Although someone could offer a sell limit order at 10, which would be filled as if a market order but was technically submitted as a limit order. Or someone could bid 15 for 1,000 contracts and sweep the book up to 15, and this would be a limit order.
There would be no way to know for sure whether an order was a limit or market order however you could define logic which makes assumptions, such as if the trade occurred at the same price as the offer it was a market order buy.
If you wanted to provide more detail on what you’re looking for exactly I may be able to provide you more detail.
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by benmarkal, Yesterday, 12:52 PM
|
3 responses
22 views
0 likes
|
Last Post Today, 05:22 AM | ||
Started by helpwanted, Today, 03:06 AM
|
1 response
17 views
0 likes
|
Last Post Today, 03:35 AM | ||
Started by Brevo, Today, 01:45 AM
|
0 responses
11 views
0 likes
|
Last Post
by Brevo
Today, 01:45 AM
|
||
Started by aussugardefender, Today, 01:07 AM
|
0 responses
6 views
0 likes
|
Last Post Today, 01:07 AM | ||
Started by pvincent, 06-23-2022, 12:53 PM
|
14 responses
244 views
0 likes
|
Last Post
by Nyman
Today, 12:47 AM
|
Comment