Number of executions in one candle

[7robert]

Is there any way to know what the number of executions was in a bar?

[NinjaTrader_ChrisL]

Hi 7robert, thanks for your post.

The script would need to use the OnExecutionUpdate() event and count up with a class level int variable every time an execution occurs in the event. Reset the counter on every OnBarUpdate call. We have a use case example of OnExecutionUpdate here:

https://ninjatrader.com/support/help...and_onexec.htm

Best regards,
-ChrisL

[7robert]

Thanks Chris, I have another question. Is there any limitation for the number of data series that I can consult at the same time? Number of processors or threads?

[NinjaTrader_ChrisL]

Hi 7robert,

The limit would be the number of threads your PC is able to run at one time and your data provider. There is no hard-set number as a limit.

Best regards.