Times&Sales - BidAsk

[tonynt]

Hello,

the times $ sales show on top the current/nearest bid and ask limit. Why is this different from orderflow map? Please see the attached screenshot.

Or what is my wrong understanding?

In the screenshot "_2" I have added an indicator that shows level2 and this shows exact same numbers (53 bid and 70 ask) as Times&Sales (53 and 70) shows on the top. So why are the numbers in the orderflowmap different please?

Thank you!
Tony

[NinjaTrader_Jason]

Hello tonynt,

Please see the information below from our help guide regarding the Order Flow Market Depth Map indicator.
https://ninjatrader.com/support/help...ap.htm#Overvie w

Realtime Depth means it displays the realtime Order Flow Market Depth Map values of the currently forming bar. So this will display the largest depth that was received at that price level within the most recent bars time frame. To more closely match the SuperDOM or Level II window you would need to run the Order Flow Market Depth Map on a 1 tick data series.

So the different values can be as expected as it displays the largest depth that was received; I experience the same on my end when I test. When I select a 1 Tick in interval in the chart, the values match more closely with the Bid/ask size in the T&S window.

[tonynt]

Hello,

thank you for your reply. Interesting. OK, then I need to ask how I can access the bidask that is shown in Times&Sales to use in a code eg to print. As everything can be done in NinjaTrader I assume this will also be possible (I dont mean from level2 data because I dont have level2 datafeed. I only need the bid and ask from the top of Times&Sales).

Thank you!
Tony

[NinjaTrader_Jason]

Hello Tony,

Unfortunately I do not know - I'm not a NinjaScript support technician. Could you please post this question in our forum under "Add-On Development".