OrderFlow Data

[ageeholdings]

Is there a way to pull order flow data into a strategy? I do not see this information in strategy builder.

[whiterhino]

Hi ageeholdings,
I would like to know this also. I will email support now referencing your post.

[NinjaTrader_ChelseaB]

Hello ageeholdings,

This would be far too complex for something in the Strategy Builder and would have to be done in an unlocked script.

The order flow data can be built from added 1 tick data.

Below is a link to an example which demonstrates.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1133359-get-the-bid-ask-volume-inside-the-bar-from-the-example#post1133429