protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.DailyVolume)
Print("Last = " + e.Price + " " + e.Volume);
}
When e.MarketDataType = MarketDataType.DailyVolume
1.) Is e.Volume the daily volume at e.Price ?
2.) Does this event occur at every trade at e.Price?
3.) Assuming the above answers are yes, is the daily summation logic based on the session start configuration settings in NT chart or is it based on some value of the instrument as defined by the data provider? When does the summation reset?
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