Time and Sales Resting Orders Indicator

timothymhanna

Junior Member

Join Date: Oct 2010

Posts: 25
#1

Time and Sales Resting Orders Indicator

12-27-2011, 12:45 PM

Is it possible to program such an indicator in Ninjascript? Will CQG data feed show orders / numbers correctly?

Is there anybody that may be working on this for ninjatrader?
Tags: None
NinjaTrader_RyanM1

NinjaTrader Customer Service

Join Date: Sep 2009

Posts: 8128
#2

12-27-2011, 12:57 PM

Hello timothymhanna,

Yes, you can access both time and sales data for transactional information (bid,ask, last updating) or resting orders through level II or market depth. Yes, market depth is available with CQG connection.

I'm not aware of an indicator that does exactly this, but this sample can help you work with market depth data in NinjaScript:

Indicator: Creating your own Level II data book - NinjaTrader Support Forum

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

Official NinjaScript reference code samples

Ryan M.NinjaTrader Customer Service
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