Reconstructed Tape

[seanhughes16]

What we are looking for is the source code to this functionality so that we can do what we need to with the 'raw' order data, not all these broken up T&S data.

https://www.discotrading.com/Description/3019

Can we get the source code to the current T&S window and I can write the code to consolidate the trades back to a reconstructed tape!

[NinjaTrader_ChelseaB]

Hello seanhughes16,

While we cannot provide the internal source code for any window in NinjaTrader, I do have an example that demonstrates how to reproduce the behavior of the Time & Sales window in an indicator using data from OnMarketData.

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

[seanhughes16]

Hi Chelsea - I will take a look at those T&S code files and let you know if I run into any trouble getting a reconstructed tape up and functioning!

Thank you for providing those, greatly appreciated.

[staycool3_a]

Hi Chelsea - I will take a look at those T&S code files and let you know if I run into any trouble getting a reconstructed tape up and functioning!

Thank you for providing those, greatly appreciated.

Sean would mind sharing with us if you were able to reconstruct the tape?

[seanhughes16]

Hi staycool3_a,

I looked at the code provided and realized quickly that it was not going to meet my objectives so I have tabled this request for now.

It requires learning the Add-On API and functionality and I just don't have the time for that right at the moment with the other coding projects I have in play.

I did get another DM from someone on this Forum asking for it so I know other people are tired of wading through thousands of 1,2, and 5 in order to see what the "real" order flow looks like.

The main problem with Disco's implementation is that you have no access to the internal values which makes it a visual tool only. Most of us are trying to access
values pragmatically in indicators or strategies.

More to come.

Thanks
Sean

[Testmaster]

Hi staycool3_a,

I looked at the code provided and realized quickly that it was not going to meet my objectives so I have tabled this request for now.

It requires learning the Add-On API and functionality and I just don't have the time for that right at the moment with the other coding projects I have in play.

I did get another DM from someone on this Forum asking for it so I know other people are tired of wading through thousands of 1,2, and 5 in order to see what the "real" order flow looks like.

The main problem with Disco's implementation is that you have no access to the internal values which makes it a visual tool only. Most of us are trying to access
values pragmatically in indicators or strategies.

More to come.

Thanks
Sean

Hello Sean,

do you have a reconstructed tape like that from Discotrading? I tried to buy it, but at the moment all sales are off.
If you have a license - can I buy it?

Thanks

Testmaster