bid ask order history without tickreplay

[nero_mx]

Hello I have some doubts. can you help me, please?
Is there a way to read the bid ask order history without activating tickreplay?
The volumetric bars work the same as tickreplay, can we read the order history the same as tickreplay?

[NinjaTrader_Jim]

Hello nero_mx,

Thanks for your question.

Order Flow tools rely on bid/ask stamped tick data to perform volume analysis. From an indicator, the single tick data series would use GetBid and GetAsk to get the bid/ask prices associated with the Last tick so you can identify a Buy/Sell.

If you look at the attached indicator, you can see how that would be accomplished from an indicator. (This indicator can be compared against our BuySellVolume indicator that uses OnMarketData.)

From a BarsType though, you would have to roll your own solution to prepare bid/ask stamped ticks in a way the BarsTypoe can analyze. You can see the Tick BarsType to see how bid/ask are applied to the Last tick in a BarsType, and that could give you some inspiration to mold bid/ask with last ticks so you can perform similar volume analysis directly from the BarsType. Since Volumetric Bars are proprietary, there would be no example we can give to further demonstrate.

We look forward to assisting.

[nero_mx]

Thanks for your answer. one more question.
If I create my custom bar, how can I access the attributes of my custom bar?
for example if I calculate the delta of each bar in my custom bar script, how can I access this attribute from an external indicator?
something like the volumetric bars do.

barsType.Volumes [CurrentBar] .BarDelta

[NinjaTrader_Jim]

Hello nero_mx,

Our support teams do not have access to Volumetric Bars source code so we can't give any additional direction there.

You could try making public properties/dictionaries to have information accessible from other scripts.