A question about indicator VolumeProfile

[UMLer]

hi,
I opened indicator VolumeProfile, and read source code. Please read method OnMarketData.
By the end of the method, there is a piece of code i paste below:

if (price >= askPrice)
volumeInfoItem.up += volume;
else if (price <= bidPrice)
volumeInfoItem.down += volume;
else
volumeInfoItem.neutral += volume;

Let's focus on the last line: volumeInfoItem.neutral += volume;
Could you explan to me in what kind of situation the price could be between askPrice and bidPrice?

Thanks.

[NinjaTrader_ChelseaB]

Hello UMLer,

The market data update would be at the ask or the bid. If these are the same the volume would be added to the ask with this logic.

[UMLer]

if it is like what you said "The market data update would be at the ask or the bid", then why need last line code, i mean "volumeInfoItem.neutral += volume;"

[NinjaTrader_ChelseaB]

Hello UMLer,

This would depend on the data feed and likely would never be hit, but could entail non-qualifying-trades.