Tick Velocity Free trades-per-second tape HUD for NinjaTrader 8

Quick info

Platform

NinjaTrader 8 on Windows

Concept

A floating HUD with the tape’s pace: trades per second, contracts per second and the buy versus sell balance

Designed for

Traders who watch the tape and want its pace on the chart, not in a separate Time & Sales window

Best used when

You want to see whether trading is speeding up or slowing down, and which side is hitting, as it happens

Windows

1, 5 or 30 seconds, switched from the toolbar. 5 seconds by default

Data

A live Level 1 feed. No Order Flow+ and no Tick Replay

Access

Free download

What Tick Velocity does

Tick Velocity reads every trade from your Level 1 feed and shows how fast the tape is moving, in a small HUD that floats in a corner of the chart.

The HUD has three rows, each optional: trades per second, contracts per second, and a ratio bar for buy versus sell aggressor volume. All three are measured over a rolling window of 1, 5 or 30 seconds and shown as per-second rates, so changing the window does not change the scale.

Each trade is classified against the bid and ask that arrive with it. At or above the ask counts as buying, at or below the bid as selling, and anything in between is left neutral. No Order Flow+ subscription is needed.

The HUD is live only. Nothing is drawn until a trade arrives, so it stays hidden while historical bars load.

Purpose

Bars tell you how much traded once each bar closes. The pace inside the bar, how many prints per second and which side is hitting, usually means watching a scrolling Time & Sales window next to the chart.

Why choose it

• Per-second rates in every window. The 1, 5 and 30-second windows all read per second, so switching window keeps the numbers comparable.
• The balance at a glance. One bar fills right for net buying and left for net selling, weighted by contracts.
• Level 1 only. Classification uses the bid and ask that come with each trade. No Order Flow+ subscription and no Tick Replay.
• Timed by the trades. Windows use each trade’s own timestamp, not your PC clock.
• Counts in the background. It keeps collecting trades while its chart tab is hidden.
• Controlled from the chart. Window, corner and rows all switch from the TAPE pill, with no dialogs and no reload.
• Any chart. The readings come from the tape, not the bars, so chart type and bar period make no difference.

How it works

1. Read every trade. Each print from the Level 1 feed, with the bid and ask at that moment.
2. Classify it. At or above the ask is buying, at or below the bid is selling, in between is neutral.
3. Bucket it by second. Trades, contracts, buying and selling volume go into one-second buckets keyed by the trade’s timestamp.
4. Sum the window. The last 1, 5 or 30 buckets are added up and divided by the window length.
5. Draw it. Trades per second, volume per second and the ratio bar repaint as trades arrive.

Key capabilities

• Trades per second and contracts per second over a rolling window
• Buy versus sell aggressor ratio, drawn as a bar that fills from the center
• 1, 5 and 30-second windows
• Top-left, top-right or bottom-right placement
• Each row shown or hidden on its own
• HUD scale, with 0.8×, 1.0×, 1.2× and 1.5× presets on the toolbar
• Your own buy and sell colors
• Works on any chart type and bar period

How to set up Tick Velocity in NinjaTrader 8

1. Add FF Tick Velocity from the Indicators window to a chart with a live Level 1 feed.
2. The HUD appears in the top-left corner with the first live trade.
3. Pick the window on the TAPE pill: 1s, 5s (default) or 30s.
4. Move the HUD with the corner buttons, and hide any row you don’t need with T, V and R.
5. Optional: set the HUD size from the pill’s gear, and the buy and sell colors under Colors.

New to NinjaTrader add-ons? The install guide covers importing, Tick Replay and common fixes.

Tick Velocity FAQ

Works well with

Conclusion

Tick Velocity does not tell you when to trade. It shows how fast the tape is moving and which side is doing the hitting, in a corner of the chart you already watch. If you want more order-flow tools for NinjaTrader 8, see the paid FlowForged indicators.

• Trades and contracts per second
• The buy and sell balance as one bar
• Window, corner and rows switched from the chart

Futures trading involves substantial risk and is not for every investor. Chart examples show past market activity and are not indicative of future results. Tick Velocity is an analytical tool, not trading advice.