OpenInterest data for Indicators and Marketanalyzer

[rosrym]

I get Live OpenInterest data from my data provider and can see it in Market Analyzer. I would like to do some calculations based on OI and create another MarketAnalyzer column with plots and also a custom indicator. How can I do it in NinjaScript? Is there a sample code for using OI data as indicator?

[NinjaTrader_ChelseaB]

Hello rosrym,

Below I am providing a link to a support article with helpful resources on getting started with C# and NinjaScript.

https://support.ninjatrader.com/s/article/Developer-Guide-Getting-Started-with-NinjaScript

As well as a link to the help guide on MarketAnalyzerColumn scripts.

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

Included with NinjaTrader are several MarketAnalyzerColumn system scripts you can view the code of in the NinjaScript Editor.


By OI are you referring to file streaming with System.IO?

https://learn.microsoft.com/en-us/dotnet/api/system.io?view=netframework-4.8.1

Below is a link to the help guide reference samples of using System.IO, StreamReader, and StreamWriter to read and write a text file.

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

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

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

[rosrym]

Hello rosrym,

Below I am providing a link to a support article with helpful resources on getting started with C# and NinjaScript.

https://support.ninjatrader.com/s/article/Developer-Guide-Getting-Started-with-NinjaScript

As well as a link to the help guide on MarketAnalyzerColumn scripts.

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

Included with NinjaTrader are several MarketAnalyzerColumn system scripts you can view the code of in the NinjaScript Editor.


By OI are you referring to file streaming with System.IO?

https://learn.microsoft.com/en-us/dotnet/api/system.io?view=netframework-4.8.1

Below is a link to the help guide reference samples of using System.IO, StreamReader, and StreamWriter to read and write a text file.

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

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

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

Thank you for your response. But this is not what I meant. I am familiar with C#. By OI I meant OpenInterest. Sorry if that was not clear. What I am asking is can you give a sample or example of how I can call OpenInterest in NinjaScript ? I am already getting the live data as you can see in the screenshot. A simple example of how to PLOT OpenInterest in chart would also do. I don't see any way of calling it in my custom scripts.

[NinjaTrader_ChelseaB]

Hello rosrym,

Have a look at the code of the MarketAnalyzerColumn > OpenInterest indicator code on lines 46 to 52.

This is coming from the marketDataUpdate.Volume when the MarketDataType is MarketDataType.OpenInterest.