How To Display Number Of T/S Transactions In A Selected Period

[mvcathey]

Hello,

I am somewhat new to this scripting but I would like to write a script that would let me know how many transactions hit the bid and how many transactions hit the ask in a specified time period at the close of that bar. Not wanting volume but just the number of transactions of any size. Basically just counting transactions. Could you point me in the direction of which variables or arguments to use?

Thanks Alot!

[NinjaTrader_ChelseaB]

Hello mvcathey,

Welcome to the NinjaTrader forums!

If you are wanting level 1 ask and bid, this is provided in OnMarketData().
https://ninjatrader.com/support/help...marketdata.htm

Below is a link to an example.
http://ninjatrader.com/support/forum...265#post503265

If you are wanting level 2 data, this is provided in OnMarketDepth().
https://ninjatrader.com/support/help...arketdepth.htm

Below is a link to the reference sample.
https://ninjatrader.com/support/help...vel_ii_dat.htm

Also, below is a link to a forum post with helpful information about getting started with NinjaScript.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040