NinjaTrader Indicators for Open Interest and GEX Levels

What is open interest for ninjatrader futures traders

Open interest is the total number of open contracts in a futures market. Traders using ninjatrader futures often ask what is open interest and how it differs from volume. Volume counts contracts traded in a session, while open interest tracks positions still open. The FinzData indicator plots total open interest across all contracts of a futures market plus the front month's value, one value per trading day, for all 139 FinzData futures markets. Examples include ES, NQ, CL, GC, ZN, 6E and FDAX. The data covers 17,610 contracts since 2007 and updates daily with no look-ahead.

See the free pack at https://finzdata.com/downloads/plugins/finzdata-ninjatrader.zip and the full plugin list at https://finzdata.com/trading-platform-plugins.

NinjaTrader indicators download and install

The ninjatrader indicators download is a single zip with source code and install instructions. After you obtain a free API key with just an email at FinzData, the last 30 days of futures and daily GEX are free. Full history is available to buy once at https://finzdata.com/shop. One futures market is $39 and the same key unlocks it with no change to the indicators.

• Download finzdata-ninjatrader.zip
• Follow the README install steps for NinjaTrader
• Enter your FinzData API key in the indicator settings
• Indicators read FinzData directly, the feed only supplies price bars

Beta feedback to [email protected].

GEX levels on NinjaTrader charts

FinzData GEX Levels plots the gamma flip where dealer gamma changes sign, the call wall and the put wall on the price chart for single stocks, ETFs and the major indexes SPX, NDX and RUT. Coverage is 11,200+ tickers since 2010. Each bar shows the prior session's levels, so there is no look-ahead.

Traders searching ninjatrader review and ninjatrader indicators often want context for gex levels and what is gex. GEX is short for gamma exposure. The indicator is read-only and does not place orders. It works with Rithmic, CQG, Interactive Brokers and others because it reads FinzData directly.

More plugins: https://finzdata.com/trading-platform-plugins.

Order flow context and ninjatrader order flow

Order flow trading focuses on imbalance between bids and offers. Many users compare ninjatrader order flow with atas order flow and bookmap order flow. FinzData does not provide a DOM or footprint, but Open Interest and GEX Levels give macro context for order flow imbalance and institutional positioning.

For ninjatrader futures traders, rising open interest with rising price can signal new longs, while falling open interest with rising price can signal short covering. GEX levels highlight price zones where dealer hedging may accelerate moves. These are complementary to any order flow indicator you already use.

Historical futures data is available via the same API key.

Prop firm use and ninjatrader prop accounts

The indicator pack is read-only and never touches the account, so ninjatrader prop accounts work without restriction. It does not send orders, modify positions or interact with brokers. It simply reads price bars from your NinjaTrader feed and overlays FinzData Open Interest and GEX Levels.

Because the pack works with whatever feed the platform uses, Quantower, NinjaTrader, ATAS, Sierra Chart and MotiveWave users can all use the same data source. The free API key unlocks 30 days of futures and daily GEX. Buy once for full history at https://finzdata.com/shop.

Download the pack: https://finzdata.com/downloads/plugins/finzdata-ninjatrader.zip

Questions