If you are looking to identify buys and sells, you can use a single tick data series in the BarsRequest and use e.BarsSeries.GetBid(i) and e.BarsSeries.GetAsk(i) where e is the NinjaTrader.Data.BarsUpdateEventArgs argument of the BarsRequest Update event. I have attached an example indicator that can print these values (historical and realtime) when the indicator is applied to a 1 tick data series.
If you would like to instead view the full stream of bid and ask ticks, I suggest creating separate BarsRequests where the MarketDataType property of the BarsPeriod is set to Bid or Ask.
We look forward to assisting.
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