Custom Cumulative Delta Indicator: Volume not right in OnMarketData()

[SuneSorgenfrei]

Hi
I have been trying to write a cumulative delta indicator but the volume i get from the OnMarketUpdate event is much larger than the normal volume as seen in the vol indicator.
Can somebody help me figure out what i have forgotten or done wrong ? I have tested in Market Replay mode. The symbol i am testing with is /NQ 09-19 5 minute Timeframe.
My time is set to EST+6.

I have posted the code below. Thanks in Advance.

  
 protected override void OnBarUpdate()
        {
            if(Time[0].Hour == 00 && Time[0].Minute == 05)
            {
                cumulativeVol = 0;
            }

            deltaAsk = 0;
            deltaBid = 0;
        }

        protected override void OnMarketData(MarketDataEventArgs marketData)
        {
            if(marketData.Price > 0)
            {
             if (marketData.Price >= marketData.Ask)
             {
                 if(marketData.Volume>100)
                    Print(marketData.Volume + " contracts traded at asking price " + marketData.Ask);
                 cumulativeVol += marketData.Volume;
                 deltaAsk += marketData.Volume;
             }

            else if (marketData.Price <= marketData.Bid)
            {
                if(marketData.Volume>100)
                Print(marketData.Volume + " Contracts Traded at bidding price " + marketData.Bid);
                cumulativeVol -= marketData.Volume;

                    deltaBid -= marketData.Volume;
            }
            }
            Values[0][0] = deltaAsk;
            Values[1][0] = deltaBid;
            Values[2][0] = cumulativeVol;
        }

[SuneSorgenfrei]

Hi Again

Seems this change fixes the issue. At least now the volume between my indicator and the volume indicator are the same.

        
protected override void OnMarketData(MarketDataEventArgs marketData)
        {

[B]if (marketData.MarketDataType == MarketDataType.Last)[/B]
[B] {[/B]





             if (marketData.Price >= marketData.Ask)
             {

                 cumulativeVol += marketData.Volume;
                 deltaAsk += marketData.Volume;
             }

            else if (marketData.Price <= marketData.Bid)
            {
                cumulativeVol -= marketData.Volume;

                    deltaBid -= marketData.Volume;
            }


[B]}[/B]

                     Values[0][0] = deltaAsk;
            Values[1][0] = deltaBid;
            Values[2][0] = cumulativeVol;
        }

[NinjaTrader_ChelseaB]

Hello SuneSorgenfrei,

I'm glad you were able to resolve the issue.

Yes, the Volume[0] is last volume only.