Last Traded Volume?

[RedDuke]

Hello,

The only way I was able to calculate last traded volume is as such:

double tradeVol = previousVol == 0 ? Volume[0] : Volume[0] - previousVol;
previousVol = Volume[0];

Is there any better way? Is there a variable that holds this info?

Thanks,
redduke

[NinjaTrader_Dierk]

On 6.5 you could track the OnMarketData events

[RedDuke]

Hi Dierk,

But as of current version, is the way I specified the only way?

When is 6.5 coming out?

Thanks,
redduke

[NinjaTrader_Dierk]

Sorry, I have not tested your code.
NT6.5 is available as beta here: http://www.ninjatrader-support.com/v...ead.php?t=3994

[RedDuke]

Dierk,

Great news!!!!

Are the code examples on how to use OnMarketData released as well? I also remember seeing posts that 6.5 will support accessing DOM and Time and Sales? Are these code examples also available?

Thanks,
redduke

[NinjaTrader_Dierk]

Yes they are.

http://www.ninjatrader-support.com/vb/showthread.php?t=3478

Sample on OnMarketData is work in progress and will be posted at same location.

[RedDuke]

Thanks you very much for this great info.

Regards,
redduke