Agreggated/Reconstructed Time And Sales NT8

May 27th, 2018, 06:53 AM

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

May 29th, 2018, 02:27 PM

Not aware of one in the Elite section for NT8. There is this for NT7

Aggregated Time&Sales

Here is a little indicator aggregating trades to approximate the original market orders that triggered these trades.
It can be downloaded from
(

I had the luck to get lots of code snippets and ideas from rounder8 and Xav1029, so thanks and credit …

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/.

June 7th, 2018, 06:38 PM

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:

Download: TickBarsReassembled V0.1

This is a first test of a TickBarChart style that will reassemble ticks at the same time and price into a single tick. This is really the same order but split up so it doesn't look like a big print. I have only tested this chart on a ticksize of 1 …

NJAMC

Agreggated/Reconstructed Time And Sales NT8

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Agreggated/Reconstructed Time And Sales NT8