Accessing Volume/Time Data

[MisterGee]

I'm curious to know how indicators such as BuySellVolume get access to how much volume is from sells and how much volume is from buys, and how I can access this information?

I also need some clarification on how to set a variable to the start time of a bar?
would be it something like

if (FirstTickOfBar)
{
barstart = Time[0];
}

Thanks!

[NinjaTrader_JessicaP]

Hello MisterGee, and thank you for your question.

This information comes in during the OnMarketData event. I will post an excerpt from BuySellVolume where this is demonstrated.

[FONT=Courier New]
        protected override void OnMarketData(MarketDataEventArgs e)
        {            
            if(e.MarketDataType == MarketDataType.Last)
            {                
                if(e.Price >= e.Ask)
                {
                    buys += e.Volume;
                }
                else if (e.Price <= e.Bid)
                {
                    sells += e.Volume;
                }
            }    
        }[/FONT]

Note that you will have to turn on Tick Replay if you would like the e.MarketDataType == MarketDataType.Last section to be available for historical bars. This help guide section has instructions on turning on Tick Replay.

http://ninjatrader.com/support/helpGuides/nt8/en-us/developing_for__tick_replay.htm

The code you mentioned would work for setting a variable to the start time of a bar. Please let us know if there are any other ways we can help.

[MisterGee]

My variable barstart would have to be a DateTime series correct? How can I convert a DateTime series into a number I can do math with via an integer?

[NinjaTrader_JessicaP]

For this the convenience method ToTime was created. You can learn more about it here,

http://ninjatrader.com/support/helpGuides/nt8/en-us/totime.htm

The hundred thousands and ten thousands digits represent the hour on a 24 hour clock (e.g. 2 PM would be the number 14, midnight would be 0)

The thousands and hundreds digits represent the minutes.

The tens and ones digits represent the seconds.