Accessing Time and Sales Data

[jrowenjr]

I would like to develop an indicator using Time and Sales Data in realtime. How do I access that data?

[NinjaTrader_Bertrand]

jrowenjr, for Level 1 data you can work with OnMarketData() -

http://www.ninjatrader-support.com/HelpGuideV6/OnMarketData.html

For Level 2 data (MarketDepth) you can check into OnMarketDepth() -

http://www.ninjatrader-support.com/HelpGuideV6/OnMarketDepth.html

You can also review this reference sample to get started -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3478

[jrowenjr]

Thanks!

Thanks for the Quick Reply and pointing me in the right direction!

[trader1512]

sample market depth

i have loaded the indicator but noting comes up on the chart. am i doing something wrong

[NinjaTrader_Bertrand]

Please apply it to your chart and then open the output window to see the generated 'book' data.

[trader1512]

where is the output window?

[NinjaTrader_Bertrand]

From the Control Center, go to Tools > Output window to launch it.

[trader1512]

sample market depth

ok, is this a dynamic indicator?

is there something in NT which provides more detail and in real time?

[NinjaTrader_Bertrand]

Please keep in mind this is just a sample indicator, for a regular Time and Sales display, you can just open the Time and Sales window we provide per default (File > New > Time and Sales).

http://www.ninjatrader-support.com/HelpGuideV6/Overview19.html

[trader1512]

thanks. when i looked it up in help via the index it did not show any information thats why i went to the forum.


thanks

[jrowenjr]

Nevermind

Discovered the Strategy Wizard - that rocks!