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

sebastiano 

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.

Aggregated Time&Sales Here is a little indicator aggregating trades to approximate the original market orders that triggered these trades. It can be downloaded from ( I had the luck to get lots of code snippets and ideas from rounder8 and Xav1029, so thanks and credit …

Mike

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

sebastiano 

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.

Sent from my LG Optimus G Pro

@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.

sebastiano 

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.

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

@traderwerks
@BigMike
Thank you for your answers

sebastiano