Where ninja trader gets footprint data from

[kvakana]

Hello,

Me and my mate are using ninjatrader 8 with footprint charts for a year. And it is flawless.
We want to dip a bit to the algo trading side and also enhance our tools outside of the ninjatrader. Since there is no cooperation on the ninjatrader.
Which is the only thing that we need to be more effective.

But I cant get the right data for the footprint charts?
I pretty much need just what does the ninjatrader shows us in the footprints. Which is the bid/ask volume per price level per candle.

I have done my own connection to the FXCM (we use FXCM) via their java api. But I dont seem to get any kind of volume from the tick data.

I would like to know, where from does the ninjatrader gets data from and if its somehow FXCM data + some ninjatrader enhancement.

Thank you!

[NinjaTrader_Jesse]

Hello kvakana,

If you are referring to the volumetric charts you can access the volumetric data in NinjaScript to get the values per level like in your image. There is some information about that here:

https://developer.ninjatrader.com/docs/desktop/order_flow_volumetric_bars