saving time and sales data to file

[daglas]

Dear friends.
I have found indicators based on volumes in NT7, and have can I save data from this inline indicator directly to file (for example last 5-10 trades from table time and sales).

[NinjaTrader_Bertrand]

daglas, you could store data for example with System File IO as shown in this sample here -

http://www.ninjatrader.com/support/forum/showthread.php?t=3477

The Time and Sales data stream could be accessed in OnMarketData(), or by GetCurrentBid / GetCurrentAsk / Close[0] in OnBarUpdate() with CalculateOnBarClose = false.

[daglas]

daglas, you could store data for example with System File IO as shown in this sample here -

http://www.ninjatrader.com/support/forum/showthread.php?t=3477

The Time and Sales data stream could be accessed in OnMarketData(), or by GetCurrentBid / GetCurrentAsk / Close[0] in OnBarUpdate() with CalculateOnBarClose = false.

I have tried those methods. But I think it's data from DOM and not from T&S table.
Average volume in T&S 8 lots per seconds for 6E, and average volumes in DOM nearly 300-400 lots per second.

[NinjaTrader_Bertrand]

What broker or datafeed are working on here and what outputs are you exactly comparing please?