Pre Volume Indicator

[mikehoustonmsu]

I am looking to see if anyone knows how to put together, if there isn't one, an indicator that tells me the volume that is lining up to get traded before it actually hits the market. Basically, to be able to see the volume of long and short orders that are ready and or waiting to be filled. Maybe my description isn't easy to understand. If anyone has a clue to what I might be looking for it would be greatly appreciated.

Thanks.

[NinjaTrader_Bertrand]

Mike, to gauge buy / sell volume pressure be sure to check out the PowerVolume indicators we offer per default - http://www.ninjatrader-support.com/H...ndicators.html

For what you describe the closest values you could access for orders waiting would be the current Bid / Ask queue (accessible via OnMarketData - http://www.ninjatrader-support.com/H...arketData.html)

However as with any ladder volume info, it can get pulled at any time or just be there to 'make believe'.