Get Time and Sales Info to Output Window

[ttrader23]

Hello,

I have a simple request. Using code how do we get time and sales info to print out to the console like say if we want to filter only certain block sizes?

[NinjaTrader_Gaby]

Hello ttrader23,

Thank you for your post.

Below is a forum post which has a sample script replicating the Times and Sales window behavior and printing out the info:

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/97522-time-and-sales?p=785841#post785841

You can also use the BlockVolume indicator which detects block trades and displays how many occurred per bar.

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

Please let us know if you have any further questions.

[ttrader23]

For some reason I'm not getting this coming through. Please see below. As you can see not matching.

[NinjaTrader_Gaby]

Hello ttrader23,

Is this your own version of the script, or are you testing out the TnSPrintsExample from the forum post?

When I test out that script, I'm not seeing any discrepancy.

[ttrader23]

It is the same script. Try it and wait for those large orders. They don't come in.

[NinjaTrader_Gaby]

Hello ttrader23,

I'm not able to replicate this behavior when testing out the script on my end. Below is a short video of me testing out the script:

https://app.screencast.com/6vRxHeOSxtw2n

I would also like to note that the output from your screenshot doesn't match any of the timestamps shown in the Time and Sales. The Times and Sales window has timestamps at 2:59PM but your output is only showing timestamps that stop at 2:26PM. Was the script disabled or was this portion of the output cut off?

I look forward to your response.

[ttrader23]

Did you get this large order on your output?

[ttrader23]

Or any of these?

[NinjaTrader_Gaby]

Hello ttrader23,

What instrument are you testing? I am receiving updates for large orders and you can see I did get one in the video on the ES 06-24.

Below is a recent screenshot showing it is still working.

Does your TnS window have Last updates checked in the Properties?

Are you testing the script on the same instrument that is being used in the TnS window?

[ttrader23]

It's ES same as yours. Try multiple times and large orders. They don't always come in.

[NinjaTrader_Gaby]

Hello ttrader23,

I'm not able to replicate this behavior using this sample script.

Does your TnS window have Last updates checked in the Properties?

Can you share a video showing what steps you are taking that lead to this behavior?