Determine trade size in real-time and backtest

[tomace]

Hi,

There may be a simple answer to this, but I can't seem to find it.

I want to be able to feed in the last traded size (or print) on the ES into a strategy. I only need to know the size and whether it was a sell or buy. I'd need to do this with CalculateOnBarClose = false, I assume.

If this is possible, I'm assuming NT wouldn't be able to backtest on this.

Please let me know if anyone can help or point me in the right direction.
Thanks!
Rick

[NinjaTrader_Bertrand]

Hi Rick, for realtime use you could look into OnMarketData() for this - http://www.ninjatrader-support.com/HelpGuideV6/OnMarketData.html

[tomace]

Thanks, that seems to work for what I need now!