Time & Sales Classifications

[rt-trader]

Hi,

Where are the trade classifications in the T & S window generated (@bid, @ ask etc).

Do they originate from an exchange generated code, or are they calculated within NT?

If they are generated within NT, is it possible to access those same classifications from Ninja script without attempting to replicate it using the OnMarketData method?

Thanks

[NinjaTrader_Ray]

Generated from NT. You can self code it in OnMarketData() method yourself.

- Declare local variables for bid/ask price
- Monitor OnMarketData() and update the local variables with the changes in bid/ask price
- Monitor OnMarketData() and compare the last price against the local variables

[rt-trader]

Ray,

Thank you - I think I have it working...