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time and sales data access via ninjascript
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time and sales data access via ninjascript

  #1 (permalink)
Elite Member
Milano Italia
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Forex
 
Posts: 4 since Jan 2014
Thanks: 3 given, 1 received

time and sales data access via ninjascript

Hi, I am new here and a new NT user.
I've looked around and have found nothing about my problem.
Very shortly, my questions are:
1) are there any ways to access the time and sales data via ninjascript?
2) in time and sales big executions are put together or remain fragmented?
Thanks, sebastiano

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  #2 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,214 received


sebastiano View Post
Hi, I am new here and a new NT user.
I've looked around and have found nothing about my problem.
Very shortly, my questions are:
1) are there any ways to access the time and sales data via ninjascript?
2) in time and sales big executions are put together or remain fragmented?
Thanks, sebastiano

It's already been done.

https://futures.io/elite-circle/22235-aggregated-time-sales.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

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  #3 (permalink)
Elite Member
Milano Italia
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Forex
 
Posts: 4 since Jan 2014
Thanks: 3 given, 1 received


Hi Mike, I've already seen that link posted in other threads and it's not a problem for me to subscribe the elite membership, but I really appreciate any answers to my questions. I didn't ask for an out of the box solution and I'd like to know more about the posted topic.
Thank you again, sebastiano

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  #4 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,214 received


sebastiano View Post
Hi Mike, I've already seen that link posted in other threads and it's not a problem for me to subscribe the elite membership, but I really appreciate any answers to my questions. I didn't ask for an out of the box solution and I'd like to know more about the posted topic.
Thank you again, sebastiano

Item 1 and 2 of your post are both answered in that thread.

Sent from my LG Optimus G Pro

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #5 (permalink)
Market Wizard
New Orleans, La (Mardi Gras City)
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Ninjatrader / Optimus Futures / AmpFutures
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@sebastiano

I know it seems expensive to become an elite member.
If you are serious about trading it is the 'cost of doing business'.
It is well worth the expenditure.

If you are a programmer, the answer to your questions can be found by doing some searching.
But the answers are waiting for you behind the elite membership.

You will also gain access to a thread "Want your NinjaTrader indicator created, free?".
This thread allows you to ask other programmers to help you or even create indicators.

To answer your questions:
1. yes you can access time and sales via ninjascript.
One way is to use the event 'Onarketdata'

2. time and sales data is sent to NT from your data provider.
some data providers send tick by tick and some send packets which may be bundled.
If you get tick by tick, you can code the data into bundles if you know how to code it.

But as Big Mike said, all of this has been done.

Rejoice in the Thunderstorms of Life . . .
Knowing it's not about Clouds or Wind. . .
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  #6 (permalink)
 Vendor: www.traderwerks.com 
Taipei Taiwan
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Optimus
Favorite Futures: TW
 
Posts: 693 since Jun 2009
Thanks: 440 given, 440 received


sebastiano View Post
1) are there any ways to access the time and sales data via ninjascript?
2) in time and sales big executions are put together or remain fragmented?
Thanks, sebastiano

1) Yes
2) The executions come in to ninjascript just as they are received from the datafeed.

Math. A gateway drug to reality.
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The following user says Thank You to traderwerks for this post:
 
  #7 (permalink)
Elite Member
Milano Italia
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Forex
 
Posts: 4 since Jan 2014
Thanks: 3 given, 1 received

@DavidHP
You've convinced me I'll follow your suggestion.

@traderwerks
@BigMike
Thank you for your answers

sebastiano

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