Access other instruments' contract volume from one indicator

[pdennis]

Hey!
I'm trying to access the real time daily volume of other contracts and instruments from one indicator. For example, I want to have the indicator on the current CL contract and pull the real time daily volume for other instruments and contracts, such as the next month or two for the current instrument or whatever else. I see that I can easily get the current instrument's daily volume by the following:

Instrument.MarketData.DailyVolume.Volume

However, I don't see how to do this for other instruments.
Thank you!
Paul

[NinjaTrader_ChelseaB]

Hello Paul,

Thank you for your note.

This is fundamental data that is provided from OnFundamentalData().

https://ninjatrader.com/support/helpGuides/nt8/en-us/fundamentaldataeventargs.htm

Each instrument added with AddDataSeries() will trigger OnFundamentalData().

https://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm

[pdennis]

Hey Chelsea,

Thank you for your response. It looks like I would have to add the data series manually though? It says not to dynamically add dataseries objects. This would seem to eliminate the possibility of finding the daily volume of the following month's contract of the main instrument, correct? So if I was trading CL 03-19 I couldn't easily monitor the daily volume of CL 04-19 and without changing any code, if I loaded a chart of CL 04-19 it would monitor the daily volume of CL 05-19?

Thank you!
Paul

[NinjaTrader_ChelseaB]

Hello Paul,

You are correct, you cannot dynamically add series. This would need to be hard coded in the script.

You could instead use the Addon approach with a BarsRequest and assign a handler method to the fundamentalData.Update event.

https://ninjatrader.com/support/helpGuides/nt8/en-us/fundamentaldata.htm

[pdennis]

Thank you Chelsea! When I get to that point, I'll try this approach to see if it works.