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NT7's Time and Sales window is missing features that I'd like to see when reading the tape, e.g.:
- No NBBO (bid/ask) data shown for each trade print
- No prints for changes in the NBBO (new quotes)
- No ability to scroll back/search to review prints
Is there a way to get this level of Time and Sales data in NT7? Maybe someone has developed script for all of this?
I know that OnMarketData can produce this level of data, but don't have any idea how to access it.
And, I am aware that a lot of people use GOM Recorder to record OnMarketData, and then export it into text tiles, but again don't know how that's done.
Thanks for any suggestions.
Mark
Can you help answer these questions from other members on NexusFi?
Also check out the IQFeed webinar from yesterday, they showed some of their support applications including T&S which may have more functionality than what you find in NinjaTrader if you are using IQFeed for data.
Actually, I asked an IQFeed rep who handles NT about this yesterday and he didn't mention any internal apps.
Although he did hint that they had a lot of support guys that could help with this very issue ... I guess I didn't catch
his drift. So, thanks for the tip.
Also, I did watch your Telvent DTN Webinar from 7/12 with Jerry Chandler and Eric Hunsader and thought it was great. "Hide not Slide" orders, etc..
I can see that Nanex provides a lot of applications (JTools) with their feed. But, nobody at Telvent would ever tell me if any of those apps could be used with IQFeed data. Hopefully, that came up in this latest Webinar.
