I have an indicator which I added the OnMarketData function to, which is called for every incoming tick.
My problem is such;
the following test code segment should capture the volume of each tick. I am always getting a volume of 0 ("iEvent.Volume = 0" is displayed in the output box)
protected override void OnMarketData(MarketDataEventArgs iEvent) { if(iEvent.MarketDataType == MarketDataType.Bid || iEvent.MarketDataType == MarketDataType.Ask) { Print("iEvent.Volume = " + iEvent.Volume.ToString()); } }
Any ideas?
Thanks guys
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