Getting Bid / Ask Volume for a bar

[zextra]

Is there a way to get the Bid / Ask volume for a bar without using tick replay and by doing AddDataSeries(BarsPeriodType.Tick, 1);?

[NinjaTrader_ChelseaB]

Hello zextra,

I am not aware of a way of getting the ask or bid volume of a bar without adding a series with that information to the script. (i.e. adding an ask series or adding a bid series)

This thread will remain open for any community members that would like to assist.

[zextra]

Ok, I am fine with adding a data series doing AddDataSeries(BarsPeriodType.Tick, 1); How can I get the bid / ask volume for a bar after adding the dataseries?

[NinjaTrader_ChelseaB]

Hello zextra,

AddDataSeries(string instrumentName, BarsPeriodType periodType, int period, MarketDataType marketDataType)
https://ninjatrader.com/support/help...dataseries.htm

The MarketDataType can be set to MarketDataType.Ask or MarketDataType.Bid.

The Volumes[1][0] will be the volume for the added ask or bid series.
https://ninjatrader.com/support/help...es_volumes.htm

Or the BarsArray[1].GetVolume().

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