Volume Data

[Juergen Loechner]

Is it possible to access volume data for an instrument via the automated trading interface?

[NinjaTrader_JoshP]

What are you planning to use for the ATI? eSignal? TradeStation? Both of which you should be able to get the price and volume data directly from those data sources.

[Juergen Loechner]

Volume Data

Hi Josh

I have written point and figure software which creates the chart from the data supplied by Ninja and then automatically trades according to our algorhythms. It will trade any instrument. To date our algorhythms have not included volume data, they have only included pattern recognition. However, I would like to investigate the avenue of incorporating volume data further.

Firstly, I need a way to view the traded volume on this day, as it happens.

Secondly, is it possible to get the market depth, i.e. volume on traded longs and shorts, as it happens?

Regards ... Juergen

[NinjaTrader_JoshP]

Hi Juergen,

I am not familiar with the setup you have there, but if you are driving your algorithms with Ninja data you should have no problem getting volume data over as well. To access Volume data you can use Volume[0] just like how you would use Close[0].

Market depth is available provided your data provider offers it. You will want to use the OnMarketDepth() method. Please take a look at this reference sample: http://www.ninjatrader-support.com/v...ead.php?t=3478

[Juergen Loechner]

More Information

HI, Thank you for your prompt response. We have written a software package that displays point and figure charts. It includes our own trading algorithims, entry and exits.

We get price data from Ninja using the ATI interface, using the MarketData() command. We open trades using the Command() command. We use various other Ninja commands to accomplish our other tasks.

So I guess the real question that I should have asked is, is there a way that I can access volume data using the NTDirect.dll commands? or perhaps some other way?

Best Wishes ... Juergen

[NinjaTrader_JoshP]

I see. Unfortunately there is no way to get this information then.