Time and Sales

[RedDuke]

Is there a way to acces Time and Sales within indicator? T&S has to be stored in some kind of array?

Thanks,
redduke

[NinjaTrader_Ray]

NT 6.5 will allow you to access T&S data which you can store yourself.

[RedDuke]

Hi Ray,

Any idea when 6.5 is coming out? Also, are there any sample code that I can take a look at?

Thanks

[NinjaTrader_Ray]

Production release this fall, reference samples will be included at that time.

[grd974]

Hi Ray,

I've just downloaded and browsed through both V6R5 and Release Notes and did not find anything about accessing to T&S data. Is it due later on this month ?

Gérard

[NinjaTrader_Ray]

That would be introduced in NT 6.5, we just released NT 6.0.1000.5.

[maxima]

I have 6.5 (just paid for it).

I need to access T&S from NT script. I cant find any 6.5 NT script documents/reference (only 6).

I need it asap. Please provide me with link/document with T&S events description.

Thank you.

[NinjaTrader_Ray]

Please see the following link from our Help Guide.

http://www.ninjatrader-support.com/HelpGuideV6/OnMarketData.html

[maxima]

Ok. OnMarketData event brings you MarketDataEventArgs data.

Can you please confirm that code below is 100% corresponds to what I see in NT native T&S window?? Can you really guarantee that? (I am going to use prints as a part of my strategy and if this code will work differently from real prints I can lose real money).

string ts;
if(e.MarketDataType == MarketDataType.Last)
ts = e.Time.ToString() + e.Price.ToString + e.Volume.ToString();

Thank you.

[NinjaTrader_Ray]

That looks correct and I can say that the internal event that calls this method is identical to what drives the T&S window.

[maxima]

Thank you. I have tested it comparing to your T&S window for a while and it definitely works.