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above/below market stats for bar

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    above/below market stats for bar

    In the BuySellVolume indicator I see where I can access the buys and sells. via
    private System.Collections.ArrayList alBuys = new System.Collections.ArrayList();
    private System.Collections.ArrayList alSells = new System.Collections.ArrayList();

    Can I access above or below market stats or trades like Time and Sales does?

    Thanks

    #2
    ct, I'm not sure I understand your question. The two array lists you've highlighted do not contain any information other than the buy volume and the sell volume.

    In order to obtain Level II information other than the best bid/ask, you will need to create your own Level II book.

    To use Time & Sales information, you will need to work with OnMarketData():
    Code:
    protected override void OnMarketData(MarketDataEventArgs e)
            {
                if (e.MarketDataType == MarketDataType.Last)
                    Print(e.Time + "\t" + e.Price + "\t" + e.Volume);
            }
    AustinNinjaTrader Customer Service

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      #3
      Austin

      Thanks that pointed me in a direction.

      cheers.

      Comment

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