Calculate up tick volume

[freewind]

Hi Everyone,

I'm new to NT and want to understand if it will fit my needs and with what configuration (broker and data vendor).

My automate strategy needs to calculate the up tick volume of the S&P500(for each tick)
Is it possible to program it using NT? if yes what data vendor broker will suit best for it?

Tx in advance,
freewind

[NinjaTrader_RyanM1]

Hello Freewind,

Yes, this should be possible, but really depends on the specific implementation for your calculations. You could capture this easily enough with one futures instrument (ES). If you're looking to capture real time volume data on each tick for 500 equities, then this will tax your system considerably.

Depending on what you're looking for, various connectivity providers may work for you. Please take a look at the following link which details our providers and the level of data supported:
Click here to view more information on Historical Data