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

Barcelona + Spain
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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Minneapolis MN
Trading Experience: Advanced
Posts: 17 since Mar 2018
Thanks: 36 given, 32 received

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

The following user says Thank You to Tickworks for this post:
Atkinson, NH USA
Trading Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
NJAMC's Avatar
Posts: 1,962 since Dec 2010
Thanks: 3,024 given, 2,369 received

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:

Nil per os
-NJAMC [Generic Programmer]

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