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NinjaTrader
Volume not accurate
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Volume not accurate
I am writing an Indicator for thinly traded symbols that estimates prices for 1 minute periods where no trades took place. I noticed that NinjaTrader seems to show candlesticks and volume on every 1 minute period which just seems too convenient. I know certain markets trade thin at certain times based on my experience. For example, looking at the forward contract LE 12-19 in other platforms shows that there is not volume for every 1 minute period. However, NT seems to show it. What am I missing? -
Hello swcooke,
Thanks for the post.
The data that streams into NinjaTrader is dictated by your data provider. NinjaTrader simply sits and waits for incoming data. You could take a look at the following reference sample that implements a price ladder of resting orders a la the SuperDOM. This can give more insight into what is actually happening in the market.
The OnMarketData override will trigger on every level one market data event:
Please let me know if I can assist further.Chris L.NinjaTrader Customer Service
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