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Accessing Ninja Tick File for Volume Analysis
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Accessing Ninja Tick File for Volume Analysis

  #1 (permalink)
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Accessing Ninja Tick File for Volume Analysis

Anyone have an example on how to access historical tick data in NT? I want to know volume above open, below open, above close, and below close. I am not looking for delta, just volume.

Thanks

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Xav1029 View Post
Anyone have an example on how to access historical tick data in NT? I want to know volume above open, below open, above close, and below close. I am not looking for delta, just volume.

Thanks

Check GomRecorder and t4 tools in Elite section, both do it to my knowledge.

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  #3 (permalink)
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If I am following their code correctly, I just create a secondary dataseries(1 tick), and use that volume information for my calculations. Now would there be a more effective method for calculating the Above Close and Below Close volume than flagging the first tick of the primary data, and then going back and comparing the price of each tick to the Close ?

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TimeTrade came up with the 1-Tick DataSeries concept and it does work. Gomi managed to figure out a way to access the NinjaTickFile directly and it is faster, however, there have been issues regarding NT crashing which may or may not have been corrected.

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