Volume vs getCurrentBidVolume() or getCurrentAskVolume()

[ballboy11]

I am working on an algorithm with volume and sales.

with the time and sales as soon as a contract is bought or sold does the getCurrentBidVolume() get the last ticks volume or the whole volume of the candle. IE 1 min, 5 minute, range etc.

what I want will result a delta value for myself. if at the end of Close[0] if the volume is negative then there were more bids than asks and vice versa.

i will be working on calculate bar on close as false

[sledge]

T&S is in the past.

That is not current.

Do you see otherwise?

[NinjaTrader_JessicaP]

Hello ballboy11, and thank you for your questions.

does the getCurrentBidVolume() get the last ticks volume or the whole volume of the candle

The result of the attached script is

getCurrentBidVolume is the last tick's volume

What I want will result in a delta value for myself. If, at the end of Close[0], the volume is negative, then there were more bids than asks, and vice versa.

Please review the documentation here on creating a Level 2 book. We are happy to help with any specific questions that come up. I have included an example to help you get started.

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