See attached document. Moving a set of code that uses an external DLL to MT5 from NinjaTrader.
C# .NET and MQL5 skills required
Payment in 3 phases
33% - on phase 1
33% - on phase 2
remainder on delivery of phase 3
The level one feed (onMarketData event in Ninja) gives an event whenever:
- The inside bid moves or inside bid volume changes
- The inside ask moves or inside ask volume changes
- A trade occurs
I can see some discussion on the MQL5 site about this:
https://www.mql5.com/en/forum/16360 - discussed bid/ask changes but not trades
https://www.mql5.com/en/market/product/5333# - a commercial Time & Sales product that presumably must be matchin trades against the current inside bid/offer
Phase 1 involves calling the OnLevelOne event in Reconstructed Tape DLL, it is essential that this produces the correct matching of trades against the bid/ask.
The version of MT5 to be used is here : http://downloads.ampfutures.com/meta-trader-5-mt5
You will need to load that and create a demo account - which gives you free CQG Data. For phase 1, we will need the incoming level 1 data to match that on our stand alone product (or other plug in), which also uses CQG data.
Note that the method of getting Level 1 data is described in this post:
Code is here:
So it appears that the OnBookEvent gives us both the level 2 (market depth) and the level 1 (Time and Sales) information.
10 freelancers κάνουν προσφορές με μέσο όρο $2469 γι' αυτή τη δουλειά
Hello Sir, We are an Indian development company here. we have checked your posted details here and want more clarification in it, so message us to discuss on it more then we will able to move on it. Thanks