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time and sales data access via ninjascript


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time and sales data access via ninjascript

  #1 (permalink)
 sebastiano 
Milano Italia
 
Experience: Beginner
Platform: NinjaTrader
Trading: Forex
Posts: 4 since Jan 2014
Thanks Given: 3
Thanks Received: 1

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)
 
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 Big Mike 
Manta, Ecuador
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Swing Trader
 
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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.



Mike

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  #3 (permalink)
 sebastiano 
Milano Italia
 
Experience: Beginner
Platform: NinjaTrader
Trading: Forex
Posts: 4 since Jan 2014
Thanks Given: 3
Thanks Received: 1


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)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662


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.

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  #5 (permalink)
 
DavidHP's Avatar
 DavidHP 
Isla Mujeres, MX
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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.

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  #6 (permalink)
 traderwerks   is a Vendor
 
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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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  #7 (permalink)
 sebastiano 
Milano Italia
 
Experience: Beginner
Platform: NinjaTrader
Trading: Forex
Posts: 4 since Jan 2014
Thanks Given: 3
Thanks Received: 1

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

@traderwerks
@BigMike
Thank you for your answers

sebastiano

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Last Updated on January 5, 2014


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