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 into NinjaTrader's DOM.

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

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

Chart Columns Pack

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

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

The columns run right on the chart window.

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, since the Stack Data Points inform the container of their own properties and attributes.
  • 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?

• self-contained automated market data participants.

• refined into highly transportable "vertical" data points.

They implement full-price-tier inflation of your strategy.

This IS the Data Point:

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 (a.k.a. a "'Bot"). And, TaData is providing it with a complete ecosystem: it provides all current market data up and down the full price tier, at all times. And so the data point is a first-class market data participant; and has access to the complete book, top-to-bottom.

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

The stack can free the data point from attempting to produce only the "one best price". It is able to inspect the full price tier at all times, and determine value based on the whole picture.

TaData then implements "Triggers", which can then take action based on the data point's current state.

The Stack Data Point also opens up new avenues for data representation; for example, yielding performance at all prices.

The data point is free to perform in any way it chooses, utilizing the full price tier as it sees fit. Triggers can react to the data point at will.

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 and adapt based on any current conditions.

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 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.

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.

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

Available Now

SuperDom Columns Pack

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

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

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

Columns run right on the chart window.

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).

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

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

How To Download

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