accessing the cumulative volume in t&s window?

[auspiv]

is there a method or property to access the cumulative volume that is present in the t&s window? maybe some function or something in OnMarketData()?

[NinjaTrader_Ray]

In OnMarketData() monitor for e.DailyVolume.

[Jim-Boulder]

is this statistic available through/with ZenFire? I get an error trying to access it...

[NinjaTrader_Bertrand]

Yes Jim, I believe it's accessible - what exact error would you get when trying to do so?

[Jim-Boulder]

Found Error

Thanks for the rapid response,

After your response-I revisited this and discovered the error was in the syntax I was using (imagine that-a user error!!)...for those looking for the same thing I was, the working code is something similar to the following:

if (e.MarketDataType == MarketDataType.Last )

{
dvolume = e.MarketData.DailyVolume.Volume;
}


Can you verify this is the best way to get this statistic? Specifically, is it best to use the "last" event to get this?

J.

[NinjaTrader_Bertrand]

You're welcome, you could access the DailyVolume event directly as well as part of L1 data -

 
protectedoverridevoid OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.DailyVolume) 
Print("DailyVol = " + " " + e.Volume);
}

[kashter]

Keep volume value persistent

Hi,
I display the running volume on the chart. However, after cash close, the volume value resets to ETH volume. I need to keep the RTH value persistent after close and not show the ETH volume at all. How do I do that?

Here is my code (but fails to achieve the above)

protected override void OnMarketData(MarketDataEventArgs e)
		{

			if (e.MarketDataType == MarketDataType.DailyVolume)
			{
				if (Instrument.MasterInstrument.Name == "ES")
				{
					if (ToTime(Time[0]) < 083000)
						ETHsession = e.Volume;
					else if (ToTime(Time[0]) >= 083000 && ToTime(Time[0]) < 151459)
					{
						RTHsession = e.Volume - ETHsession;
						tempVol = RTHsession;
					}
					else if (ToTime(Time[0]) > 151500)
						RTHsession = tempVol;
				}
}

[NinjaTrader_Bertrand]

kashter, the general idea is correct : you would need to store the figure needed at your desired time point so you can keep it as a reference then, please add prints in your code to debug why this is not working out as you expect currently.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

[kashter]

Hi Bertrand,
Tried the debug but I fail to discover the issue. Will try it out more on the weekend - not much of a coder!
Thx anyway.

K