Auction Dashboard

Stack Data Points Are Here!

now available

For NinjaTrader® 8

Built on the True Auction Data platform.

SuperDom Columns Pack

This pack brings Stack Data points to NinjaTrader's DOM.

More than 60 core data points are included; and you can create custom columns from your own NinjaScript. Columns are highly customisable.

Each column is built from one or more Stack Data Points.

The pack includes:

  • 60+ "Core data points"; from BBO ("level-1"), Level-2, and cumulative market data updates.
    • "Core" data points can be combined "wizard style" to create simple augmentations like deltas.
  • Bid/Ask participation (includes resettable accumulating trades).
  • Level-2 Approximate Queue.
  • Trades at price.
  • "Closed BBO Graph" tracks each complete Bid and Offer until traded through.
  • Custom data points can be implemented from your own NinjaScript.

Chart Columns Pack

This pack brings Stack Data Points to NinjaTrader's charts.

The pack also provides more than 60 core data points, and allows creating custom columns with your own NinjaScript.

The on-chart columns also provide a unique flexible view of the data point, and can allow zooming out to view wide price ranges.

Available columns are the same columns available in the SuperDom pack (60+ Core data points, AD custom columns, and custom columns from your own NinjaScript).

Columns scroll and zoom with the chart price axis; and update with current live market data.

The SuperDom And Chart Columns Are All Built From The Data Provided By Stack Data Points

  • Column views can be customized.
    • Available options are dynamic; and that power comes from abilities implemented by the Stack Data Points to inform the container of their own properties and attributes.
  • Configurations can also be provided by the data points themselves.

Data Points are easy to implement.

  • TaData implements all data points as plugins, which means new data points can already be dropped-in.
  • TaData also implements the views with a plug-in architecture.
  • TaData even implements the data points' market data ecosystem as an extension point; this allows custom developers to implement an arbitrary data ecosystem; e.g. by building a data set provided by a custom data provider.

What Are Stack Data Points?

Stack Data Points implement full-price-tier inflation of your strategy. They bring copious data, and a lot of customisation into the SuperDom and Charts.

They are self-contained automated market data participants.

And, they have been refined into highly transportable data points.

Another Look

Stack Data Points may at first seem something like an "at-price indicator"; and that is one good correlation.

The data point receives market data events they way an automated strategy or indicator does. TaData is providing it with a complete ecosystem: it provides all current market data in the full price tier, at all times. And so the data point is a first-class market data participant.

Now, the data point can yield a value at any price (bid-side and/or ask-side on any price). It is not compelled to do so, and may set only one or two prices.

The stack can free the data point from attempting to produce only the "one best price", allowing it to inspect the full price tier, and determine value based on the whole picture. Additionally, the data point opens up new avenues for data representation; for example, yielding performance at all prices.

All of the data point's data is available to Triggers and other data points and services. Strategies can trigger from the data point, and TaData allows you to correlate and inspect other data points.

A strategy is provided with an extremely rich set of data from which to trigger. And the Dom or Chart can provide a comprehensive display of the performance at all prices.

This IS the Data Point:

[On The DOM]

Stack data points can allow your strategy to re-think its approach, with benefits. If the data point's approach is to output all performance at any price, and leave the decision to select prices of interest to a Trigger, then that is a win. With this approach, no data is lost, and options are left open: your Trigger is free to take the single best price, or, it can re-think based on any current conditions, and can inspect any of the data point's other prices; to be more informed and dynamic.

A trigger could query other services, or current market status, and possibly swap the best decision. And at the same time, the data point itself does not need to swap any values, and this decision can change dynamically.

Stack Data Points are also not limited in the data that they can produce at each price: each custom data point can freely define its own data type with no restriction.

Stack Data Points can yield a complete model of the market in each custom data point's terms. It enables thinking about the state of the market from each data point's perspective, top-to-bottom.

You are then also able to correlate data points in any way, top-to-bottom.

Available Now

While our current packs truly only scratch the surface of the features implemented already in TaData's platform, the view that is provided into your data is powerful and comprehensive.

SuperDom Columns Pack

The SuperDom Columns pack brings Stack Data Points Into the SuperDom.

Right-click and add Auction Dashboard columns to the SuperDom.

Ten columns handle ten categories of Data Points.

More than sixty available core data points.

Implement your own data point with your custom NinjaScript.

Chart Columns Pack

The Chart Columns pack brings Stack Data Points onto the chart.

Add a column from the Drawing Tools menu.

Right click to configure.

More than sixty available core data points.

Implement your own data point with your custom NinjaScript.

How To Download

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