A query/suggestion re Block Trades:
The Times and Sales window in NT reflects trades on the "hit" side.
So an order to buy 50 might be filled in 5 parcels of say 1 x 20 lots, 2 x 10 lots and 2 x 5 lots. Each line in the window has the same timestamp reflecting that it was in a single order, however, because it comprises multiple parcels it doesnt show up as a Block Size order.
If on the other hand the buy order for 50 hits a large single sell order greater than 50, it is filled in a single parcle and then shows as a block trade.
What NT needs is an aggregation method that sums all trades with the same timestamp so they can be accurately rather than somewhat randomly categorized by the block filter.
Hopefully this method could also be available to NinjaScript so it can be used within an indicator.
Note is it possible to do this now within NinjaScript however, it is cumbersome..
Will a facility like this be available within NT7 - if not can it be "forwarded to the development team" for comment?
Thanks
The Times and Sales window in NT reflects trades on the "hit" side.
So an order to buy 50 might be filled in 5 parcels of say 1 x 20 lots, 2 x 10 lots and 2 x 5 lots. Each line in the window has the same timestamp reflecting that it was in a single order, however, because it comprises multiple parcels it doesnt show up as a Block Size order.
If on the other hand the buy order for 50 hits a large single sell order greater than 50, it is filled in a single parcle and then shows as a block trade.
What NT needs is an aggregation method that sums all trades with the same timestamp so they can be accurately rather than somewhat randomly categorized by the block filter.
Hopefully this method could also be available to NinjaScript so it can be used within an indicator.
Note is it possible to do this now within NinjaScript however, it is cumbersome..
Will a facility like this be available within NT7 - if not can it be "forwarded to the development team" for comment?
Thanks
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