question about GetCurrentBidVolume and GetCurrentAskVolume

[gubbar924]

hello,

Do GetCurrentBidVolume and GetCurrentAskVolume return the volume amount of actual contracts/lots/shares that got filled at bid and ask? Or do these return the current volume of contract/shares/lots waiting to be filled at bid and ask prices?

I'm looking to track the actual number of contracts filled on an uptick and on downtick.


thank you

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

These would be referring to the last traded values so these would be the last filled at that price.

I look forward to being of further assistance.

[gubbar924]

Thank you for responding, I think I have a handle on it now