Realtime time and sales

protected override void OnMarketData(MarketDataEventArgs e) {
if (e.MarketData.Ask == null || e.MarketData.Bid == null)
                return;
			
if (e.MarketDataType == MarketDataType.Ask) {
// This event triggered on inside ask change
	insideAsk = e.Price;
	}
else if (e.MarketDataType == MarketDataType.Bid) {
// This event triggered on inside bid change
	insideBid = e.Price;
	}
else if (e.MarketDataType == MarketDataType.Last) {
// This event triggered when a trade occurs
Print("Bid " + insideBid.ToString() + " Ask " + insideAsk.ToString() + " Trade Price " + e.Price.ToString() + " Trade Qty " + e.Volume.ToString;

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Cumulative Delta of Buys/Sells
    /// </summary>
    [Description("Cumulative Delta of Buys/Sells")]
    public class DTCDelta : Indicator
    {
        #region Variables
        // Wizard generated variables
        // User defined variables (add any user defined variables below)
		private int CDelta = 0;
		private int LastBar = 0;
		private double lastPrice = 0;
		private double askPrice = 0;
		private double bidPrice = 0;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Bar, "DeltaPositive"));
            Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Bar, "DeltaNegative"));
            Add(new Line(Color.FromKnownColor(KnownColor.FloralWhite), 0, "ZeroLine"));
            Overlay				= false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
			if (CDelta > 0) 
			{
				DeltaPositive.Set(CDelta);
			}
			else
			{
				DeltaNegative.Set(CDelta);
			}
        }
		// Called on each tick
		protected override void OnMarketData(MarketDataEventArgs e) 
		{ 
			// Print some data to the Output window 
			if (e.MarketDataType == MarketDataType.Last)
			{	
				lastPrice = e.Price;
				if ((lastPrice >= askPrice) && (lastPrice > bidPrice))
				{
					CDelta += (int) e.Volume;
				}
				else if ((lastPrice <= bidPrice) && (lastPrice < askPrice))
				{
					CDelta -= (int) e.Volume;
				}
				
				else // neutrals are too insignificant to waste ram space and processing power, just return
					return;	
			}
			else if (e.MarketDataType == MarketDataType.Ask)
				askPrice = e.Price;
			
			else if (e.MarketDataType == MarketDataType.Bid)
				bidPrice = e.Price;
		}
        #region Properties
        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries DeltaPositive
        {
            get { return Values[0]; }
        }

        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries DeltaNegative
        {
            get { return Values[1]; }
        }

        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private DTCDelta[] cacheDTCDelta = null;

        private static DTCDelta checkDTCDelta = new DTCDelta();

        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        public DTCDelta DTCDelta()
        {
            return DTCDelta(Input);
        }

        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        public DTCDelta DTCDelta(Data.IDataSeries input)
        {
            if (cacheDTCDelta != null)
                for (int idx = 0; idx < cacheDTCDelta.Length; idx++)
                    if (cacheDTCDelta[idx].EqualsInput(input))
                        return cacheDTCDelta[idx];

            lock (checkDTCDelta)
            {
                if (cacheDTCDelta != null)
                    for (int idx = 0; idx < cacheDTCDelta.Length; idx++)
                        if (cacheDTCDelta[idx].EqualsInput(input))
                            return cacheDTCDelta[idx];

                DTCDelta indicator = new DTCDelta();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                Indicators.Add(indicator);
                indicator.SetUp();

                DTCDelta[] tmp = new DTCDelta[cacheDTCDelta == null ? 1 : cacheDTCDelta.Length + 1];
                if (cacheDTCDelta != null)
                    cacheDTCDelta.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheDTCDelta = tmp;
                return indicator;
            }
        }
    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.DTCDelta DTCDelta()
        {
            return _indicator.DTCDelta(Input);
        }

        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        public Indicator.DTCDelta DTCDelta(Data.IDataSeries input)
        {
            return _indicator.DTCDelta(input);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.DTCDelta DTCDelta()
        {
            return _indicator.DTCDelta(Input);
        }

        /// <summary>
        /// Cumulative Delta of Buys/Sells
        /// </summary>
        /// <returns></returns>
        public Indicator.DTCDelta DTCDelta(Data.IDataSeries input)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.DTCDelta(input);
        }
    }
}
#endregion