Last Market Order Trade Type

[ricardo88]

Hi, I would like to know how can I get the last market order/trade type (buy or sell) executed in the market (not by me). I'm in a tick chart and this I the code that I use to know how many ticks passed on the last operation, but I can't know how to identify if those ticks were involved in a buy or sell trade.

protected override void OnBarUpdate()
        {

			tickAct = Bars.TickCount;
			Print("Ticks passed: " + Time[0] + " - " + (tickAct - tickAnt));
			tickAnt = Bars.TickCount;
        }

Another thing I would like to clarify is if a tick is the same that a trade with 1 contract, keeping this line I could say that 34 ticks in a bar is the same that 1 operation (trade) of 34 contracts, is that correct? I got this question when I exported historical data from NT7 and I got a tick value with the data, please see the image attached.

Thanks in advance.

[NinjaTrader_ChelseaB]

Hello ricardo88,

The OnMarketData method triggers when a last tick is set or an ask or bid level changes.

Below is a public link to an example script that demonstrates reproducing the information in the Time & Sales window..

https://ninjatrader.com/support/forum/showthread.php?p=503265#post503265

The .Volume will show the number of contracts with the last last tick.

[ethan278]

Hello ricardo88,

The OnMarketData method triggers when a last tick is set or an ask or bid level changes.

Below is a public link to an example script that demonstrates reproducing the information in the Time & Sales window..

https://ninjatrader.com/support/forum/showthread.php?p=503265#post503265

The .Volume will show the number of contracts with the last last tick.

That is correct.

[ricardo88]

Thank you!! Worked as espected