Tick wise Volume

[tahseen]

Assuming I have Kinetick Data Connection

I want to do something like this

Sum of tick price x volume for that tick price

This should be irrespective of which time frame I am on.

Basically I am trying to calculate at a particular price tick, what was the volume of trade that happened and then do product of price and volume at that tick

[NinjaTrader_CalH]

Hello Tahseen,

Thank you for your post.

You would want to use the OnMarketData() to detect the last price tick coming in and then be able to run your calculations for that particular tick, such as price and volume.

http://www.ninjatrader.com/support/h...marketdata.htm

Let me know if I can be of further assistance.