access Time&Sale info from a strategy

[mflorea]

Hi,I want to know how I can access Time&Sale info from a strategy.
Do have an example ??
Thank you,
Michael

[NinjaTrader_Matthew]

Hello,

You would need to use OnMarketData() to access this information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?onmarketdata.htm

We do not have an example pertaining to a strategy, however there is an indicator reference sample on Creating your own Level II data book (Accessing market depth):

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

[mflorea]

time & sale info from a strategy

protectedoverridevoid OnMarketData(MarketDataEventArgs e){
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Last)
Print(Time[0] + "\t" + "Last = " + e.Price + "\t" + "v= " + e.Volume);
elseif (e.MarketDataType == MarketDataType.Ask) Print(Time[0] + "\t" + "Ask = " + e.Price + "\t" + "v= " + e.Volume);
elseif (e.MarketDataType == MarketDataType.Bid)
Print(Time[0] + "\t" + "Bid = " + e.Price + "\t" + "v= " + e.Volume);
}
}

Please respond :
MarketDataType.Ask/Bid/Last
1. So Here Ask indicates volume/price the market maker willing to buy ??
2. So Here Bid indicates volume/price the market maker willing to sell ??

3. Last indicates actual trades volume/price ??. It is true ??

4. How to determine AsAsk -- buys or asBid --sells

Thank you for your support

Michael,

[NinjaTrader_Matthew]

Hello,

1 - correct
2 - correct
3 - correct
4 - Unfortunately there is no way to tell directly from market depth (level II) if these are buys or sells.