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Agreggated/Reconstructed Time And Sales NT8
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Agreggated/Reconstructed Time And Sales NT8

  #1 (permalink)
Trading Apprentice
Barcelona + Spain
 
Futures Experience: Advanced
Platform: Ninjatrader NT8
Favorite Futures: Euro FX future
 
Posts: 1 since Apr 2018
Thanks: 1 given, 0 received

Agreggated/Reconstructed Time And Sales NT8

Hello, I would like to ask if in the Elite section there is any indicator for Ninjatrader Nt8 of Time And Sales added / Rebuilt.
Thank you very much

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  #2 (permalink)
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  #3 (permalink)
Vendor: www.tickworks.com
Minneapolis MN / Portland OR
 
Futures Experience: Advanced
Platform: NinjaTrader
Favorite Futures: E-mini NASDAQ, Crude Oil
 
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Posts: 10 since Mar 2018
Thanks: 25 given, 15 received


Not aware of one in the Elite section for NT8. There is this for NT7 https://futures.io/elite-circle/22235-aggregated-time-sales.html but doesn't appear to have been ported/updated.

However, the Jigsaw plug-in is a popular option that would accomplish what you're looking for and supports NT8 https://www.jigsawtrading.com.

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  #4 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
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Posts: 1,938 since Dec 2010
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There is a data type I wrote which combines Ticks with the same timestamp back into the large block it was broken apart from to hide the volume:
https://futures.io/local_links.php?action=ratelink&catid=27&linkid=1932

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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