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T & S infos accessibility

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    T & S infos accessibility

    Hi.
    I'd like to know if there is a way to access T&S infos from a code.
    Can we get the infos : "at Ask" "Above Ask" and so on ?

    Regards.

    #2
    Hello thanajo,

    Thanks for your post.

    You may use OnMarketData to read level 1 data. This could be used to recreate a Time and Sales feed. Checking "At Ask" and "Above Ask" would involve comparing the MarketDataEventArgs.Price of a MarketDataType.Last tick to the MarketDataEventArgs.Ask price.

    OnMarketData - https://ninjatrader.com/support/help...marketdata.htm

    MarketDataEventArgs - https://ninjatrader.com/support/help...aeventargs.htm

    Let us know if there is anything else we can do to help.

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