Bid/Ask Volume

[freewind]

Hi,

Is there an existing indicator that can tell me the volume done on the Bid and Ask?
If not how can you start programming such indicator?

TX,
Roy

[NinjaTrader_Bertrand]

Hi Roy, some ideas for scripts already available could be found here - http://www.ninjatrader.com/support/f...bid+ask&desc=1

[NinjaTrader_Matthew]

Hello,


There are a few existing indicators that work on Bid/Ask volume:

http://www.ninjatrader.com/support/forum/local_links_search.php?action=show&sort=&search=bid+ask+volume&literal=1&desc=1&pp=15&page=2

If none of these accomplish what you are looking for, you can create an indicator which Add() both the Bid and Ask data series to your chart, and then you can reference the Volumes of each respective series.

Please see our Help Guide article on Using Historical Bid/Ask Series

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?using_historical_bid_ask_serie.htm

Please let me know if you have additional questions.

[freewind]

Thanks it is what I needed!
I use Kinetick real time service but with market data delayed, can I still use the these indicators?

[NinjaTrader_Matthew]

Yes, they will still work delayed - although please keep in mind that Kinetick does not offer Historical bid/ask minute data. This means on a minute chart, these indicators will only work in real-time.

However Kinetick does offer historical tick data, so you should not have any issues on a tick, range, etc interval.