Time and sales information

[ballboy11]

Does Ninjatrader keep track of time and sales information or is it just and ouptut on the time and sales window?

[NinjaTrader_ChelseaB]

Hello ballboy11,

Thank you for the post.

The T&S data is aggregated tick market data. To aggregate your own, add a one tick Ask and one tick Bid data series to the script. Then get the time stamp of each of those ticks.

Initalize(){
//
//Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)
Add("ES 12-17", PeriodType.Tick, 1, MarketDataType.Ask);
Add("ES 12-17", PeriodType.Tick, 1, MarketDataType.Bid);

}

protected override void OnBarUpdate()
{

if (BarsInProgress == 1)
{
Print("Ask" + Close[0]);
}

if (BarsInProgress == 2)
{
Print("Bid" + Close[0]);
}
}

Please see the following links for more information:

BarsInProgress:

https://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?barsinprogress.htm

Please let us know if we may be of any further assistance.

https://ninjatrader.com/support/forum/showthread.php?p=522390#post522390