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Getting today's total volume

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    Getting today's total volume

    Is there some trick to getting all of today's volume? I can iterate over all bars and add them together, but it seems like there should be a better way.

    I tried adding a daily period and checking Volumes[1][0] but when I check this value on successive 5min bars, the value doesn't change, even after toggling CalculateBarsOnClose.

    Bars.GetSessionBar(0).Volume has the same problem (and the online help specifically says we shouldn't reference (0) of GetSessionBar). The CurrentDayOHL() looks like it should be the place to go, but it doesn't have a .CurrentVolume property.

    Any ideas?

    #2
    I would just accumulate the Volume in a variable for every intraday bar if you are working in intraday time frames.
    Josh P.NinjaTrader Customer Service

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