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
Volume not accurate
Collapse
X
-
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
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by inanazsocial, Today, 01:15 AM
|
1 response
5 views
0 likes
|
Last Post Today, 02:18 AM | ||
Started by rocketman7, Today, 02:12 AM
|
0 responses
10 views
0 likes
|
Last Post
by rocketman7
Today, 02:12 AM
|
||
Started by dustydbayer, Today, 01:59 AM
|
0 responses
1 view
0 likes
|
Last Post
by dustydbayer
Today, 01:59 AM
|
||
Started by trilliantrader, 04-18-2024, 08:16 AM
|
5 responses
23 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by Davidtowleii, Today, 12:15 AM
|
0 responses
3 views
0 likes
|
Last Post
by Davidtowleii
Today, 12:15 AM
|
Comment