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    #16
    But does this tell me, for example, someone entered an order for 200 contracts, vs the normal, say 5 contract order?

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      #17
      Hi, thanks for your reply.

      You would need to add a 1 tick series to analyze each incoming tick's volume. See the attached example for reference.

      Best regards,
      -ChrisL
      Attached Files
      Chris L.NinjaTrader Customer Service

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