GetAskVolume()

[daven]

I am working on an indicator to track buying and selling intent. I figure a proxy for that intent is orders stacked on the DOM. Here's my question:

When I use GetBidVolume(), am I getting all of the orders on the left side of the DOM, below current price (in other words all of the orders for traders who want to Buy, or am I just getting the first level Bids, in other words one price level below the last transaction price?
Thanks
DaveN

[NinjaTrader_CalH]

Hello Daven,

Thank you for your post.

The GetBidVolume() will represent the first level of market depth.

If you are wanting to get all those other market depth values, you will need to use OnMarketDepth to calculate this all out -
http://www.ninjatrader.com/support/h...arketdepth.htm

Let me know if I can be of further assistance.

[daven]

Have you got a sample of code with this function in it? I am trying to figure out, for instance if I should use a couple of variables, one for bids, and one for asks to compile this data in the OnMarketData section, then plot the bars using this summed data in the OnBarUpdate Section of the code?
Thanks
DaveN

[NinjaTrader_CalH]

Daven,

You can take a look at the reference sample on level 2 book -
http://www.ninjatrader.com/support/f...ead.php?t=5965