Number of Buy and Sell trades in a bar

[pouya-p]

Hi,

I am looking to get the number of buy and sell trades separately in a bar. I am using the Order Flow Volumetric Bars to get the data that I need. However, this indicator only exposes the total number of trades via the Trades property and does not have any method or property to get the trades on different sides similar to the buy and sell volume. In other words, I am looking for something similar to TotalBuyingVolume and TotalSellingVolume but for the number of trades.

Could someone help me understand how I can achieve this?

Thanks,
Pouya

[NinjaTrader_Jesse]

Hello pouya-p,

There is not any other options for trades with the volumetric series. The only other option would be to get the total traded volume on by or sell by using TotalBuyingVolume or TotalSellingVolume.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm?zoom_highlightsub=volumetric

[pouya-p]

Hi,

What about any other data series? Isn't there anything else to achieve this?
I see this information shown by other 3rd party indicators on NinjaTrader, so I assume it must be possible to extract this information.

Thanks,
Pouya

[NinjaTrader_Jesse]

Hello pouya-p,

You can see the individual bid and ask events that come into the platform by using the OnMarketData override.

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