Get Volume information via ATI

[trade_prueba_consulta]

Dear NT support, thanks for providing the ATI.

I'd like to use the ATI to get information about the volume. Is there any way to get that?

If not, can I write a NT script to dump that information periodically (say every minute)?

I think it would be most convenient if the ATI is enhanced to provide more information.

Thanks in advance.

Best regards.

[NinjaTrader_ChelseaB]

Hello trade_prueba_consulta,

Welcome to the NinjaTrader forums!

Below is a link to a forum post on the API.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart?p=793626#post793626

Unfortunately, the Volume of a market update cannot be retrieved with the MarketData() method through the API, only the price.

https://ninjatrader.com/support/helpGuides/nt8/functions.htm

With a NinjaScript running within NinjaTrader, you could write the Volume[0] to a text file with a C# StreamWriter.

https://ninjatrader.com/support/helpGuides/nt8/iseries_volume.htm

https://ninjatrader.com/support/helpGuides/nt8/using_streamwriter_to_write_to.htm

[trade_prueba_consulta]

Thanks, Chelsea. I was able to write a NT script to dump the volume to a file. It is an Indicator that uses the SampleStreamWriter example as a basis.

Now I have two follow up questions (I can post them as separate questions if that's what you prefer):
1. Can I have an NT script that is started when some connection is established?
2. Can I programatically add instruments to some chart?

My goal is to dump information about several instruments and use its values (prices and volume) to choose the instrument to operate.

I'm a programmer, so I need help with the API. I really don't know how to look up in the reference manual.

Thanks in advance. Best regards.

[NinjaTrader_ChelseaB]

Hello trade_prueba_consulta,

There are no supported methods to enable a script through code. You could leave an indicator running and have it start processing data when a connection is made.
You could make a separate addon window that does BarsRequests.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/97523-receiving-onbarupdate-for-multiple-instruments?p=786208#post786208

https://ninjatrader.com/support/helpGuides/nt8/barsrequest.htm

There are no supported methods to modify the data series of a chart, including adding instruments.

Support for the API is limited. We would only be able to point you to the documentation in the help guide and detail what each function does.