Does Ninjatrader keep track of time and sales information or is it just and ouptut on the time and sales window?
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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:
Please let us know if we may be of any further assistance.
Chelsea B.NinjaTrader Customer Service
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