Bid/Ask Volume combined with Hist Volume

[Alain B.]

Bid & ask hist volume

Hello,

Anybody here can explain How the Logic work with this indicator please.

Thank you

Alain

[kujista]

Hello I need exactly this indicator but i need this:

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
askPrice = e.Price;
else if (e.MarketDataType == MarketDataType.Bid)
bidPrice = e.Price;
else if (e.MarketDataType == MarketDataType.Last)
{
if (askPrice > 0 && e.Price >= askPrice)
buys += e.Volume;
else if (bidPrice > 0 && e.Price <= bidPrice)
sells += e.Volume;
}
}

working on historical data - using cqg from nt. is it possible? and how do i get it?

well i need on candle close get volume ask and volume bid on close of the candle.. or is there another way?
thankx a lot
Paul

[NinjaTrader_Jim]

Hello kujista,

Thanks for your post.

We are sorry this post has been missed and we will be investigating what had happened here so we can fix any issues that have caused this post to be missed.

OnMarketData can only be used with Realtime data. In NinjaTrader 8, the Tick Replay feature can be enabled to allow for OnMarketData to be played back historically.

Please see the link below for details.

https://ninjatrader.com/support/helpGuides/nt8/en-us/developing_for__tick_replay.htm

You can also use a Multi Time Frame approach in NinjaTrader 8 which would be less resource intensive than Tick Replay. Please see the example attached.

Please let us know if we can be of further assistance.