Ninja Trader Custom Order Book - 1LDom - Source Code

May 9th, 2013, 07:13 PM

As I am not an Elit member and I can't download vvAggregatedTS indicator that is mentined here. I would like to try this. Could anyone please send me a link that I can use to download it?
Thank you.
moscar.

May 9th, 2013, 10:03 PM

moscar

As I am not an Elit member and I can't download vvAggregatedTS indicator that is mentined here. I would like to try this. Could anyone please send me a link that I can use to download it?
Thank you.
moscar.

It is for Elite Members only and you are off-topic in this thread.

Mike

May 10th, 2013, 04:27 AM

What feed are you guys using for your data w/ this DOM? IB is my broker but I think that their data is wack. I wanted something with a custom API so I can write java code and backfill, so it looks like kinetick and zenfire wont work. Seems like IQFeed would work. Are there any others? I was hoping to get something pretty cheap...

May 10th, 2013, 05:00 AM

habibalex

What feed are you guys using for your data w/ this DOM?

Check:

Unfiltered Data

Here is my opinion.

Filtering isn't about getting rid of bad ticks. It's about latency and completeness (accuracy).

Interactive Brokers is widely known for filtering data. It's snapshot data, meaning that they aggregate info, and send …

And for in-depth technical reviews of all the major feeds:

Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies

Hi All,

I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.

Luke.

P.s. Is not a simple work, and take …

Mike

May 16th, 2013, 09:54 PM

1LotTrader

@habibalex,

Attached is the latest source. I tried to add to the first thread but I think you can't edit after a specified number of days have past.

See attachment. Just copy this to normal indicator source directory. Be sure to remove binary first. Then recompile this one.

I'm a little rusty with NT.
How does one remove the binary?
Thanks

May 17th, 2013, 05:57 AM

@PHXtrader

Go to File -> Utilities -> Remove Ninjascript Assembly and choose the relevant binary.

February 19th, 2014, 11:40 AM

RTR1701

Hi 1Lot

I am still really experimenting with it and don't fully understand all the features yet, but there are two burning things I would appreciate either being pointed in the right direction of (if I have missed it after reading through the thread), or advice on how to set this up/consideration for adding as a feature if does not exist.

First up - I am an old boy so like to keep things as simple as I possibly can so my brain can handle it lol - as such I cant see how to enter a market order straight from the ladder without having to use the chart trader buy sell boxes - am I right?

If so is there a way to set the ladder so left clicking on bid above market causes a market buy order and vice versa for the sell?

Graeme

There is an interesting piece of kit on another thread that I think has potential (at least for the first part of your question) here:https://nexusfi.com/local_links_search.php?action=show&literal=1&search=clicker&desc=1&keys=1.

If anybody has the coding skills to figure out how to get these two working together, I think that could be a possible solution.

I've tried, and I can't seem to get the order entry part to work but then I haven't modified the code to handle Forex quantities (since that is what I trade) which I just learned maybe the problem. I'll report back after I do.

Anybody wanna tackle this?

Cheers
T

Ninja Trader Custom Order Book - 1LDom - Source Code

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Ninja Trader Custom Order Book - 1LDom - Source Code