bars.Instrument.MasterInstrument.FundamentalData.AverageDailyVolume in onDataPoint

[momchi]

Hi,
I am testing to get average daily volume in a bar type via bars.Instrument.MasterInstrument.FundamentalData.A verageDailyVolume.Value
but it's .HasValue = false all the time, even if I waited to go to the next day... Is this being set/used by the framework?

How about: bars.Instrument.MarketData.DailyVolume.Volume - even checking it for != null throws an exception:
2022-05-16 18:57:43:427|3|4|Failed to call 'Add' method: System.NullReferenceException: Object reference not set to an instance of an object.
at NinjaTrader.NinjaScript.BarsTypes.AvRenko.OnDataPo int(Bars bars, Double open, Double high, Double low, Double close, DateTime time, Int64 volume, Boolean isBar, Double bid, Double ask)
at NinjaTrader.Data.BarsSeries.Add(Bars bars, Double open, Double high, Double low, Double close, DateTime time, Int64 volume, Double tickSize, Boolean isBar, Double bid, Double ask)

Are any of these objects set by the framework?

[NinjaTrader_Jesse]

Hello momchi,

That specific property may be used internally for instrument subscriptions, the AverageDailyVolume is part of the fundamental data which would not be handled by a BarsType. That could be used in an indicator or addon

https://ninjatrader.com/support/helpGuides/nt8/fundamentaldata.htm?zoom_highlightsub=AverageDailyVolume

From OnDataPoint you would have to accumulate volume and then use math to create an average for the given period of time if you wanted to recreate that type of value.