Bid/Ask Volume

[fingers]

what's the best method to get bid/ask volume

something like:

double volume = BarsArray[1].GetVolume(barID);
double price = BarsArray[1].GetClose(barID);

if (price >= BarsArray[1].GetAsk(barID))
{
cumBuys += volume;
}
else if (price <= BarsArray[1].GetBid(barID))
{
cumSells += volume;
}

or

OrderFlowCumulativeDelta

or are they the same result?

[NinjaTrader_ChelseaB]

Hello fingers,

If you want an instant snapshot of the current ask or bid volume use GetCurrentAskVolume() / GetCurrentBidVolume().

https://ninjatrader.com/support/helpGuides/nt8/getcurrentaskvolume.htm

https://ninjatrader.com/support/helpGuides/nt8/getcurrentbidvolume.htm

If you want a steady stream of ask and bid volume this will update OnMarketUpdate().
Below is a link to an example.

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/97522-time-and-sales#post785841