Time and Sales help needed

[wallsteetking]

My goal is to get an alert when there is a 400 contract order going through time and sale. this is the code I have right now.

 if (e.MarketDataType == MarketDataType.Last && e.Volume >=400) //400 = 400 contracts
            {	Log("400", LogLevel.Alert); }

How can I tell Ninjatrader to tell me if its 400 contracts on the bid or 400 contracts on the ask??? whats the code?

[NinjaTrader_JC]

Hello wallsteetking,

The Ask, Bid, and Last MarketDataType(s) are all going to be different and provided by the Data Provider directly. If you would like to check the Ask, and Bid volume then you may want to add the check for those MarketDataType(s).

Note when working with Forex you will only had the Ask, and Bid from the Provider and NinjaTrader will use the Bid by default for the Last MarketDataType.

[wallsteetking]

I will be strictly using it on the E-mini sp 500. furthermore, can you show me what I need to put in the code to tell me if its on the bid or ask side. thank you

is this correct for BID

 if (e.MarketDataType == MarketDataType.Bid&& e.Volume >=400) //400 = 400 contracts
            {	Log("400", LogLevel.Alert); }

[NinjaTrader_JC]

Hello wallstreetking,

Yes, that will work to see the Bid.

[wallsteetking]

There seems to be an issue. ninjatrader is looking at the bid, but I want it to look inside time and sales completed bid orders . (SEE PICTURE). please advise how to fix this issue

[NinjaTrader_Bertrand]

wallsteetking, you then refer to the last trades seen in the Level 1 data, and thus you would need to cumulate volumes seen here in a custom tracking variable and then issue your signal.