Last Traded Bid/Offer Volume

[johnchandler32]

Is there anyway i can get the last trade Bid/offer volume using the condition builder ? I am working on a strategy that looks at the last trade volume of the bid and/or offer.


Any Suggestion?

JC

[NinjaTrader_Bertrand]

JC, you could access current Ask and Bid Volume from the price data category in the wizard (Note: When accessed during a historical backtest, the volume of the evaluated bar is substituted.)

[johnchandler32]

Thanks Bertrand,

Will this give me the last traded volume of the Bid/ASK or will it tell how many are sitting on the best bid and ask?

-JC

[NinjaTrader_Bertrand]

JC, this would give you access to the current best bid / ask volume. The last trade volume could be seen in the VOL() indicator if you run on CalculateOnBarClose = false, so in realtime or MarketReplay.

[koganam]

Thanks Bertrand,

Will this give me the last traded volume of the Bid/ASK or will it tell how many are sitting on the best bid and ask?

-JC

If you want the size of the last trade on the bid and/or ask, you will probably have to code it manually using the AskVolume() and BidVolume() deltas and where the last trade took place relative to the ask and or bid.