Time & Sales Window shows same data for ask and bid

[deeven]

Hallo,

I am very new to Ninja trader and currently I am struggeling with the market data shown in the Time and Sales window. For some reason I am receiving the same volume data in the ask and bid section of the window. Please see the attached screen shot. I am reproducing this behaviour in custom indicicar by using the OnMarketData method.



I am connected to FXCM and Kinetick - End of the day using my demo account data. The version of the client is 8.0.3.1 64-bit.

Please suggest what I am doing wrong in this case.

Thank you in advance!

[NinjaTrader_PatrickH]

Hello deeven,

Thank you for your post and welcome to the NinjaTrader Support Forum!

The volume reported from FXCM on the Bid and Ask will always be the same. The FXCM Volume data they are sending represents the number of "tick" updates that occurred to the bid/ask during a specific time interval, it does not represent order executions or order updates.

Please let me know if you have any questions.

[deeven]

Hello Patrick,

Thank you for the quick response!

Would you please suggest how to get the actual volume and type of the executed orders for the current tick/market data event? I need the same data like the one presented in your video gallery https://www.youtube.com/watch?v=m4OpEQNQQuo
Should I be connected to a different broker in order to receive such kind of data?

Thank you!

[NinjaTrader_PatrickH]

Hello deeven,

Thank you for your response.

In the video you linked we use our preferred market data provider Kinetick to supply the real-time and historical data. You can use a supplemental data feed such as Kinetick for the real-time data and volume. However, I must stress that the volume and price data from two different Forex data providers will likely not be the same due to the fact most providers use different market providers for their data as there is no central exchange in currencies trading.

Please let me know if you have any questions.

[deeven]

Hello Patrick,

Like I said in the first post, I am connected to FXCM and Kinetick. Here a screen shot:

I've tried also with CQG data but with the same result. I also noticed that the SuperDOM shows only sells, no buys and no limit orders.


Could that be a bug in the client or is false data feed from the provider? I really want to start using and developing for Ninja trader, since I am xaml/c# developer but this issue stops me out.

I would be really thankful if you can help me solve this one.

Thank you again!

[NinjaTrader_PatrickH]

Hello deeven,

Thank you for your response.

Kinetick EOD is a free service that only supplies daily data at the end of the day, it will not supply intra-day data such as volume. The Kinetick I refer to would be the real-time data subscription.

For CQG, this would only supply Future data and not Forex data.

Please let me know if you have any questions.