time and sales indicator

Hi,

I am researching volume and price action and have a question for
you in regards to time and sales and whether you can create this indicator.
Its to do with understanding the bid/ask volume and timestamps.

Using the time and sales data, I basically want to add up
the number of bid/ask volume for a  particular time stamp
in centi-seconds..

 
eg:
time:            bid/ask volume
15:21:23              5
15:21:23             12
15:21:23             44
15:21:23              3
15:21:23             22            (total ask= 86)

15:21:22              3
15:21:22              5
15:21:22              6
15:21:22             12             (total bid= 26)

So I want to produce:
1)  time and sales window that will first add up the centi-second bid/ask volume
2)  filter for size, so in the above case, if filter size > 50, it will show me
total 86 for ask column and not 26 bid column because of the filter size.

I have attached a jpeg image so you can see what I mean.
Any questions for further clarification, please email me.

Best Wishes,
David

Hi David

Yes it certainly is, I have made something similar, which also does that type of grouping/ aggregation.but its not ready for general release...and currently wont be released until the current set of documentation and support vdeos are caught up with as it is part of a larger , volume and order flow set of studies and indicators.

Any professional c# developer should be able to do that one with their eyes closed - so i think any of the NinjaTrader partners would be happy to quote you.

In terms of project time - i have none for about 3 months.