Can you explain Volume and Volume Bid&Ask ?

[ttodua]

My goal is to plot Bid/Ask volume (for historical bars) when I load chart (without MarketReplay).

AddDataSeries(Instrument.FullName, BarsPeriod.BarsPeriodType, BarsPeriod.Value, MarketDataType.Bid);
AddDataSeries(Instrument.FullName, BarsPeriod.BarsPeriodType, BarsPeriod.Value, MarketDataType.Ask);

in OnBarUpdate:

myPlot_1[0] = Volume[0];
myPlot_2[0] = Volumes[1][0];
myPlot_2[0] = Volumes[2][0];

for example, on ES, i see such values :

plot_1 --> i.e. 156
plot_2 --> i.e. 2514
plot_3 --> i.e. 2193

(and across all bars, the numbers are like that)

My question is, how Bid and Ask volumes are more than main volume?
How they work and where I can get familiar of what does bid/ask volumes represent (as opposed of primary volume?)
i need some more knowledge in this subject.

[NinjaTrader_ChelseaB]

Hello TazoTodua,

The ask and bid historical data would be what is downloaded from the data provider or brokerage connection you are connected to.
(Viewable in the Tools -> Historical Data window)

I would recommend talking with the data provider or broker about these values, however from my understanding the ask and bid data may include non-qualifying trades depending on the provider.

[ttodua]

like in your free-2 week trial data, if you plot i.e.
1 minute @ES (last price),
1 minute @ES (bid)
1 minute @ES (ask)

you will see like this:

[NinjaTrader_ChelseaB]

Hello TazoTodua,

If you are referring to a CQG/Continuum 14-day demo, I would recommend contacting CQG to ask about their data.