Live data feed OHLC no volume?? DLL interface

[mitchdavo]

Hi guys, When i pull live market data through the dll interface to my python script, the volume column is with a value of 0
Does anyone know how to get volume data through the live data feed

timestamp,open,high,low,close,volume
2025-01-09 08:59:00,21327.0,21328.5,21324.75,21326.5,0
2025-01-09 09:00:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:01:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:02:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:03:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:04:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:05:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:06:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:07:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:08:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:09:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:10:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:11:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:12:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:13:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:14:00,21326.5,21326.5,21326.5,21326.5,0
2025-01-09 09:15:00,21326.5,21326.5,21326.5,21326.5,0

[NinjaTrader_Gaby]

Hello mitchdavo,

Thank you for your post.

Support for the API is limited from NinjaTrader Support as we are not able to assist with any code in an application external to NinjaTrader. However, we are able to detail the usage of any methods available from the API.

Are you using SubscribeMarketData() for market data updates? You can find an unsupported visual studio project that demonstrates basic functionality of connecting to the NinjaTrader 8 API, then sending and receiving data here:

https://support.ninjatrader.com/s/article/Developer-Guide-Using-the-API-DLL-with-an-external-application

[mitchdavo]

Yes I am using the SubscribeMarketData() method, that is how i got the data sample above in my message. There is no volume in the feed.

[mitchdavo]

Im pretty sure its because i am using bulenox

[NinjaTrader_Gaby]

Are you able to test using another data feed to confirm it's that Bulenox isn't providing volume info?