VolumenAsk and VolumenBid for custom bars without using of volumetric bars

[DerMarienheider]

Hi,

i want create a specific custom bar.

An new bar sould be formed, if a Delta-Value is equal or greater than a parameter...e.g. 500..

But in the function OnDataPoint(..) there is no Parameter like VolumenAsk or VolumenBid.

it should be work with any tick-based bartype.

Any Idea ?

[NinjaTrader_BrandonH]

Hello DerMarienheider,

Thanks for your post.

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/foru...76#post1095176

Let me know if I may assist further.