Custom bar logic access parameters Bid and Ask Volume OnDataPoint() does not include

[suprsnipes]

Hi,

I'd like to ask a question related to custom bars.

OnDataPoint parameters include ask price and bid price.

What is doesn't include is ask volume and bid volume in other words;
GetCurrentAskVolume() and GetCurrentBidVolume() or
if (marketDataUpdate.MarketDataType == MarketDataType.Ask)askVol = marketDataUpdate.Volume;
if (marketDataUpdate.MarketDataType == MarketDataType.Bid)bidVol = marketDataUpdate.Volume;

How can we utilise Ask Volume and Bid Volume within custom bar logic?

Appreciate any feedback as to how this can be achieved.

Thanks in advance,
suprsnipes.

[NinjaTrader_ChelseaB]

Hello suprsnipes,

Unfortunately, getting the ask volume and bid volume from a custom bar type is not supported.

In strategies and indicators this can obtained (from OnMarketData), and in addons this can be obtained from a pair of BarsRequests, however BarsType scripts, which we do not support calling a BarsRequest within, would not have a supported abillity for this.

A similar inquiry was made in the forum thread below. Some undocumented and unsupported tips were provided.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1090892-custom-bars-type-with-additional-data?p=1095176#post1095176

I am happy to submit a feature request for the development team to consider providing the ask and bid volume to OnDataPoint() if you would like.