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Pro Tape&Sales

Pro Time & Sales for NinjaTrader 8
NinjaTrader 8 order-flow window

See the tape.
Spot what stands out.

Pro Time & Sales is a high-performance standalone tape window for NinjaTrader 8. It classifies every trade against live Bid and Ask, highlights aggressive execution, identifies large prints, estimates sweeps and iceberg behavior, and adds configurable delta views.

Pro Tape — MNQ SEP26● LIVE
TIMEPRICEVOLUMECONDITION
10:31:22.41820,184.25186ICEBERG? ASK
10:31:22.20320,184.25250WHALE ASK
10:31:21.98420,184.0048SWEEP ASK
10:31:21.74220,183.7526LARGE ASK
10:31:21.51020,183.5012At Bid
10:31:21.27620,183.754Between
Real-time architecture

Built for a fast market

Market-data events enter a producer queue, then a DispatcherTimer flushes them to the interface approximately 30 times per second. The virtualized, recycling row panel keeps the window responsive while preserving a deep tape history.

01 · Quote updatesLive Bid and Ask are tracked continuously.
02 · Last tradeEvery Last print is classified and filtered.
03 · Pattern engineLarge, Whale, Sweep, and Iceberg rules are evaluated.
04 · UI batchRows are inserted at the top with ClearType text.
Trade classification

Every print in context

The tape compares Last price with the latest Bid and Ask. This separates aggressive buying and selling from prints occurring inside the spread.

BUY AGGRESSION

Above Ask

Last trades above the current Ask. The strongest buy-side classification receives the theme’s brightest Ask treatment.

BUY

At Ask

Last trades at the current Ask, indicating a buyer accepting the offered price.

SELL AGGRESSION

Below Bid

Last trades below the current Bid. The strongest sell-side classification receives the brightest Bid treatment.

SELL

At Bid

Last trades at the current Bid, indicating a seller accepting the bid price.

MID

Between

Last occurs between the current Bid and Ask or cannot be classified aggressively with the available quote state.

FOUR COLUMNS

Time · Price · Volume · Condition

Millisecond timestamps, instrument-aware price formatting, comma-formatted volume, and a clear classification or alert label.

Professional tape signals

Make exceptional flow impossible to miss

Alerts appear directly in the Condition column and retain ASK, BID, or MID direction. Each type uses bold text and a distinct background treatment.

LARGE ASK / BIDLarge Print

A single execution meets the configurable Large Print Size.

Choices: 10, 20, 50, 100, 250, or 500. Default: 20.
WHALE ASK / BIDWhale Print

A single execution meets the higher Whale threshold and receives a strong orange background.

Choices: 50, 100, 250, 500, 1,000, or 2,500. Default: 100.
SWEEP ASK / BIDSweep

Same-direction aggressive trades move through at least three distinct price levels inside a rapid burst.

Current rule: 3 levels within 400 milliseconds. Cyan-blue highlight.
ICEBERG? ASK / BIDIceberg estimate

Repeated aggressive executions appear at the same price and reach meaningful cumulative size.

Current rule: 4+ prints within 1.5 seconds; aggregate volume must meet Whale Size.
Why the question mark? Standard Time & Sales reports completed executions, not the hidden resting quantity of an iceberg order. ICEBERG? is therefore a behavioral estimate based on repeated absorption at one price. It is evidence to investigate, not confirmation of a hidden order.
Visual system

Eight complete themes

Each theme coordinates window background, header, grid, Ask, Bid, Between, and Delta colors. Text can follow the theme or use a global override.

Volcano

Deep warm background with amber Ask and red Bid.

Glacier

Cold cyan Ask, pink Bid, and a dark navy base.

Emerald

Green-focused palette with vivid red counterflow.

Amethyst

Violet Ask, golden Bid, and a purple-black background.

Inferno

Bright yellow Ask against deep, heated reds.

Abyss

Teal Ask and vivid pink Bid on near-black blue.

Rose

Rose Ask and cyan Bid with warm dark framing.

High Contrast

Strong green, red, and yellow-orange rows with white text.

Text Color menu: choose Theme Default, White, Light Gray, Black, Yellow, or Cyan. White is the current default and applies to the header, tape rows, and linked Delta windows.
Right-click menu

Control the tape without leaving it

All operational settings are available from the window’s context menu and update the active tape immediately.

Tape workspace

Resizable, filterable, and efficient

The window opens at 400 × 620 pixels and can be freely resized. Drag the separators between Time, Price, Volume, and Condition to assign space where you need it.

COLUMN CONTROL

Resizable columns

Each column can be adjusted from 40 to 600 pixels. The row template follows the new widths live.

VOLUME FILTER

Remove small prints

Min Volume can show all trades or retain only prints of at least 5, 10, 25, 50, 100, or 250.

ROW CAP

Control tape depth

Keep 500, 1,000, 2,000, 5,000, or 10,000 rows. The default is 2,000.

PAUSE

Freeze the incoming tape

Pause stops new market-data processing so a fast sequence can be inspected without new rows moving it.

CLEAR

Start a clean observation

Clear Tape removes displayed rows and any pending queue entries without changing the selected instrument.

GRID

Optional row and column lines

Gridlines are disabled by default and can be enabled for stronger visual separation.

Linked order flow

Multiple Delta windows

Open one or more compact Delta windows from the tape. Each follows the selected instrument and active theme, while showing aggressive volume as positive at Ask and negative at Bid.

MNQ SEP2630s window
+1,284
Cum: +8,736

Six modes

Cumulative, 5 seconds, 15 seconds, 30 seconds, 60 seconds, and 300 seconds.

Reset Delta

Resets both cumulative and active window values immediately.

Directional background

Positive delta uses the theme’s Ask fill; negative delta uses its Bid fill.

100 ms refresh

The value, cumulative total, symbol, and mode update ten times per second.

Workflow

How to use Pro Time & Sales

A practical setup sequence for turning the tape into a focused order-flow view.

Open the window

In NinjaTrader Control Center, select New → Pro Time & Sales.

Select the instrument

Choose the market in the native Instrument Selector. Right-click → Select Instrument… changes it later.

Choose a visual theme

Start with High Contrast for white text and clear green, red, and yellow-orange order-flow rows.

Set the volume filter

Use Min Volume to reduce noise. Higher values isolate larger executions but remove smaller context.

Calibrate Large and Whale

Choose thresholds appropriate to the instrument and session. Liquid contracts generally need higher thresholds.

Watch the Condition column

Read normal Bid/Ask classification together with LARGE, WHALE, SWEEP, and ICEBERG? labels.

Use Pause during bursts

Freeze the stream after an important sequence, inspect order direction and price progression, then resume.

Add Delta context

Open multiple Delta windows for cumulative flow and one or more short time windows.

Interpretation

How professionals read the signals

A single large print is context, not a complete trade thesis. The strongest information comes from location, repetition, price response, and agreement between the tape and short-term delta.

Large print at a key price

Compare Whale or Large activity with session High/Low, VWAP, prior levels, or a profile boundary. Location gives size meaning.

Sweep with continuation

A buy sweep followed by higher prices suggests urgency. A sweep that immediately fails can instead reveal exhaustion or absorption.

Repeated prints without movement

ICEBERG? activity at one price becomes more relevant when substantial aggressive volume cannot move through that level.

Delta confirmation

Use short-window Delta to judge the immediate burst and cumulative Delta to understand broader session pressure.

Bid/Ask sequence

Clusters of At Ask and Above Ask show buyers repeatedly crossing the spread; At Bid and Below Bid show seller aggression.

Instrument calibration

Thresholds must reflect contract liquidity, time of day, and feed aggregation. Review several sessions before relying on a fixed size.

Scope: Pro Time & Sales visualizes completed market-data prints. It does not submit orders, manage positions, read hidden order quantity directly, or guarantee that an estimated pattern will produce a price move.
Pro Time & Sales · NinjaTrader 8 · Complete features, configuration, and usage guide
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