Tick Volume

[NinjaTrader_JoshP]

In real-time using Volume[0] returns me the current volume of the current bar. Is there any variable I can use to get the volume of the latest tick? What I am looking for is the volume shown in the T&S window for each incoming tick.

[NinjaTrader_Ray]

In upcoming NT 6.5 we will support coding against OnMarketData() which will give you events for all market data updates including bid/ask data and volume.

For now, you have to self calculate. For reference sample on how to do this check the code in the BuySellVolume type indicators.

[NinjaTrader_JoshP]

Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.

[NinjaTrader_JoshP]

Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time[0] seems to only work on a bar basis.

[NinjaTrader_Dierk]

- OnMarketData will hold timestamp of the actual tick coming in
- Time[0] still will be timestamp of the current bar