differentiate the one sending the order

[AlessioCianini12]

hi, is it possible to see if the one that is sending the market order is a private or a 'institutional' with the marketdata event?
thanks

[NinjaTrader_Jesse]

Hello AlessioCianini12,

It would not currently be possible to differentiate the events at that level. You can see the level 1 or level 2 data within the platform in regard to the active market.

https://ninjatrader.com/support/helpGuides/nt8/onmarketdata.htm?zoom_highlightsub=onmarketdata

https://ninjatrader.com/support/helpGuides/nt8/onmarketdepth.htm?zoom_highlightsub=onmarketdept

I look forward to being of further assistance.

[AlessioCianini12]

ok when i use the market data event and i call the marketdata.Volume, it gives me the volume that was sent as a market order at the beginning or the limit order that are filled ?
I mean : if A create a market order of 10 contract and it fills 5 contract for B and 5 contract for C that were in the book as limit order, the volume that i get is the 5 or the 10?

[NinjaTrader_Jesse]

Hello AlessioCianini12,

The volume sent with the market data event is simply the number representation of the volume which the data provider had sent. There would not be a way to differentiate what that volume had consisted of from that context. We could only discern if it was last/akd/bid type data.

I look forward to being of further assistance.