Most complete volume data...

[funk101]

I know there's rumour of being able to access the time and sales data from ninjascript coming soon, however, what is the best way to breakdown the volume on a per tick basis. ie: on a 3 minute bar, the price is fluctuating back and forth between say 100 and 99. How would I determine how many buys vs sells are actually transacted at those numbers? Price hits 100 and sell order comes in for 50 contracts, and price moves down to 99, a buy order comes in for 20 contracts, etc. That kind of breakdown.

[NinjaTrader_Ray]

No rumor, it is true and we expect beta this coming week. If you can't wait, take a look at the BuySellVolume indicator source code.

[grd974]

I installed NT version 6.0.100.6 but did not find any access to the Time & Sales data; did I miss anything or is it due later on ?

Gérard

[NinjaTrader_Ray]

NT 6.5 Beta due out Tuesday, not NT 6.0.1000.6.