Volume on Ask and Volume on Bid

[Mlokz]

Hello everyone.

I would like to work with Volume on Ask and Volume on Bid. In essence Volume on Ask + Volume on Bid should be Volume of entire bar. I am probably missing something but I am unable to get those two values.

They must be used in those FootPrint (Volumetric) charts, even those Volume Profiles can "split" lines into bid/ask so there must be a way. All I need it to get those values somehow for my indicators, either from different indicator or I can program calculation myself, but I ma out of ideas on how to do it.

All suggestions are welcomed

Jan

[NinjaTrader_PaulH]

Hello Mlokz,

Thanks for your post.

You can look at the NinjaTrader indicator BuySellVolume as an example of how to use OnMarketData() to collect the volume at bid/ask.

[Mlokz]

Thanks Paul I appreciate that.

Jan