Lot Size

[shildebrand324]

Is there a way to get lot size of the tick data?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your post.

Tick data contains the total volume for the tick and does not break it down into individual lots. Something you could consider is to get the Volume from the data series and convert the volume into lots using math.

For example, you could do Volume / Lot size to get the number of lots that occurred.

See this help guide page for information about accessing Volume and sample code: https://ninjatrader.com/support/help...ies_volume.htm

Let me know if I may further assist you.

[shildebrand324]

I'm trying to retrieve the lot size...how would I divide by it?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

As stated in post # 2, you could calculate the Volume divided by the Lot Size to get the number of lots.

One standard lot would be 100,000, a standard mini-lot would be 10,000, and a standard micro-lot would be 1,000.

To see the Forex Lot Size set on your account, you could right-click on the account in the Accounts tab of the Control Center and select 'Edit account'.

See this help guide page for more information about working with Forex: https://ninjatrader.com/support/help...#ForexLotSizes

Let me know if I may assist further.

[shildebrand324]

So, on E-mini, I would take the volume of the bar and divide by 10,000? I'm on a tick chart, all bars are volume of 2,000?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

That is correct, you would take the Volume[0] and divide it by 10,000.

If you are using a Tick chart, such as a 1000 Tick chart, each bar on the chart would be 1000 Ticks. Once the current bar reaches 1000 Ticks, the bar would close and a new bar would form.

See this help guide page for information about accessing Volume and sample code: https://ninjatrader.com/support/help...ies_volume.htm

See this help guide page for more information about understanding Tick bars: https://ninjatrader.com/support/help...andingTickBars

Let me know if I may assist further.

[shildebrand324]

We must be talking around each other...I'm using 2000 tick chart and dividing 2,000/10,000 is not going to tell me if someone placed, say, a 500 lot order.

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

I understand that you are dividing the number of Ticks in a bar on the chart (2000) by the Lot Size (10,000). You would instead need to divide the Volume[0] by the Lot Size, not the number of ticks in a bar on the chart.

A single tick could have more than a volume of 1. For example, Tick 1 could have a volume of 3, Tick 2 could have a volume of 1, and Tick 3 could have a volume of 4. This means that although 3 ticks occurred, the total volume of those 3 ticks is 8.

Volume[0] could be used to get the current volume value in NinjaScript. If you add a print in your script that prints out Volume[0] and enable the indicator with Calculate.OnBarClose on the chart, you could see the total volume for the 2000-Tick bar.

You would then need to divide that Volume[0] by the Lot Size to get the number of lots.

Volume[0] / Lot Size = # of Lots

Please review this help guide page for information about Volume[0]: https://ninjatrader.com/support/help...ies_volume.htm

Let me know if I may assist further.

[shildebrand324]

When I do this math, I get small decimal numbers. Can this be right?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

Yes, that could be the case depending on the values that you are calculating.

Prints should be used in the script to determine exactly how the script is processing values and calculating logic.

Below is a link to a forum post that demonstrates how to use prints to understand behavior.

https://ninjatrader.com/support/foru...121#post791121

Let me know if I may assist further.