Valuable information lost (Buy / Sell trade)

[cls71]

Hello,

If my datafeed (Rithmic) informs if a trade is Buy or Sell (I know it because I have worked with its api directly), why in the NT OnMarketData handler method this data is not received ?. I am losing very valuable and basic information that comes directly from Exchange.
Would there be any possibility of including this data in future releases of NT?

Alternatively you can compare the price of the trade with the BestBid and BestAsk prices but this approximation is not 100% reliable. Especially in products with high volatility such as CL or FDAX.

Thanks

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to gather more detail on what you are comparing NinjaTrader against. You noted you were using Rithmic and are working with the API directly, do you mean that you are using a program you created to interface with their programming API or are you viewing their information through one of Rithmic's software interfaces?

If you have a specific example that could be tested that would be the best scenario to resolve your concern.

I look forward to being of further assistance.

[cls71]

A few years ago I developed a personal custom desktop Windows application that received market data through the Rithmic API. When the application received a trade, the data also reported whether it had been a purchase or a sale (AggressorSide property). Theoretically this data came directly from the Exchange (specifically the CME), it was not assigned by Rithmic.

Here I leave a screenshot of the description of the class from Rithmic that is used as a model for the Trade in the API, where the property that informs of whether the trade has been Buy or Sell is highlighted. I hope not to violate any rules for publishing this snapshot, if that were the case, please let me know to delete the attachment.

[NinjaTrader_PatrickH]

Hello cls71,

Thank you for your patience.

I have forward your request to our development team for consideration in a future release of NinjaTrader.

[NinjaTrader_PatrickH]

Hello cls71,

Thank you for your patience.

The internal tracking id for this request is SFT-2820. Please let me know if you have any questions.