Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Historical Level 2 values access
Collapse
X
-
Historical Level 2 values access
Hello! I am wondering if it is possible to access historical data of DOM values (level 2) in NT7 or NT8? What I need is to access the price levels from the level 2 data including the volumes of placed orders for each price level. In NT8 there is a feature called Tick Replay, however it generates only OnMarketData() events, rather than OnMarketDepth().Tags: None
-
Hello akuntysh,
You would not be able to access historical book data. However if you wanted your indicator or strategy to reference previous values you could create a data series and save these values to that series for which you could then reference. If you’d like I can provide an indicator which demonstrates how this could be done.
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
-
Hello akuntysh,
In the support department at NinjaTrader we do not create, debug, or modify code for our clients. This is so that we can maintain a high level of service for all of our clients.
You can also contact a professional NinjaScript Consultants who would be eager to create or modify this script at your request or assist you with your script. Please let me know if you would like our business development follow up with you with a list of professional NinjaScript Consultants who would be happy to create this script or any others at your request.
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by cre8able, Yesterday, 01:16 PM
|
3 responses
11 views
0 likes
|
Last Post
by cre8able
Today, 08:28 AM
|
||
Started by ChartTourist, Today, 08:22 AM
|
0 responses
5 views
0 likes
|
Last Post
by ChartTourist
Today, 08:22 AM
|
||
Started by LiamTwine, Today, 08:10 AM
|
0 responses
2 views
0 likes
|
Last Post
by LiamTwine
Today, 08:10 AM
|
||
Started by Balage0922, Today, 07:38 AM
|
0 responses
5 views
0 likes
|
Last Post
by Balage0922
Today, 07:38 AM
|
||
Started by JoMoon2024, Today, 06:56 AM
|
0 responses
6 views
0 likes
|
Last Post
by JoMoon2024
Today, 06:56 AM
|
Comment