Clarification of GetCurrentAskVolume() Method

[Learning1]

Hi There,

Is there currently a shared data method that returns the Cumulative Volume of Bid/Ask from the Dome? I am guessing that the GetCurrentAskVolume() Method only returns the present level1 Ask volume. Is this the case?

Thanks,

[NinjaTrader_Ray]

This is not currently supported.

[Learning1]

Is this capability on a list for future enhancements?

[NinjaTrader_Dierk]

We will add it.

[Learning1]

Thanks,

It would be helpful. Is this a Fall release sort of enhancement or 2008?

[NinjaTrader_Dierk]

Unfortunately there is no ETA yet.

[NinjaTrader_JoshP]

I made a real quick indicator that will add the bid/ask prices up for you and plot them like volume bars. Of course the indicator won't have proper cumulative bid/ask volumes for historical bars so I made it not plot in that case.

If you want to access the value in other indicators do something like this:

CumulativeCurrentVolume(Input).VolType = CumulativeVolume.Bid;
Print(CumulativeCurrentVolume(Input)[0]);

You can choose between Bid/Ask/Last.

I haven't really tested this much so give it a try and see if thats what you wanted.

[NinjaTrader_Dierk]

Thanks for your contribution. The community will appreciate.

[Learning1]

Thanks tons for coding this (Sorry for my tardy response - I've been away for a week and a bit). Access to the Cum Bid / Ask Volume is just what I was looking for. I appreciate your help.

Thanks also for you involvement in creating the TRO indicators. I am in the midst of exporing them and they seem promising.

With Gratitude,

Learning1