Historical Bid/Ask Volume without Tick Replay

[aelagha]

Hi Support,

I am trying to verify if my data feed has historical bid/ask volume. I have used AddDataSeries with MarketDataType.Ask (as described here https://ninjatrader.com/support/foru...ng-tick-replay).

In OnBarUpdate(), when I try to access the Ask volume using "Volumes[1][0]",or "BarsArray[1].GetVolume(0)", I get an out of bound index error. Does this mean there is no historical Ask Volume, and that data series was never populated?

Thanks for ur help.
-Alaa

[NinjaTrader_ChelseaB]

Hello Alaa,

Is the CurrentBars[bar index] greater than 0? (Meaning has at least one bar for that series been processed yet?)

Do you see the data available in the Tools -> Historical Data window on the Edit tab in the Historical section for the data type, ask and bid?

What is the connection type you are connected to?

[aelagha]

Hi Chelsea,

My data feed is Continuum. The indicator does not do anything other than printing the vol / askvol. It is a alive feed but I also have Bid/Ask/Last data downloaded and I can see it in "Historical Data"

The first Print is fine, but he second gives out of bound index error.

if (CurrentBar < 1)
return;

Print(Volumes[0][0].ToString());

Print("Vol: " + Volumes[0][0].ToString() +
" | Ask Vol: " + BarsArray[1].GetVolume(0).ToString() );

[NinjaTrader_ChelseaB]

Hello aelagha,

If the bars index is 1 for the added series, the CurrentBars[1] must be greater than 0.

It appears that you are checking bars index 1 while bars index 0 is processing in OnBarUpdate().

Below is a link to the help guide on CurrentBars and BarsInProgress.

https://ninjatrader.com/support/helpGuides/nt8/currentbars.htm

https://ninjatrader.com/support/helpGuides/nt8/barsinprogress.htm