Bid /ask Volume at High or Low of Bar

[wint3]

Hello, I'm fairly new to programming and I am having little trouble on the last step of my indicator. I am trying to find a way to get the bid and ask volume separate on a bar high when it closes. I don't need the total volume just the high and vise versa the low depending on which way closes. Just need a little push in the right direction. Any help will be greatly appreciated. Thank you.

[NinjaTrader_ChrisL]

Hi wint3, thanks for your post and welcome to the forum.

A high bar or low bar can be identified like so:

if(Close[0] > Open[0])
{
   //High Bar
   double HighBarVolume = Volume[0];
}

if(Close[0] < Open[0])
{
   //Low Bar
   double LowBarVolume = Volume[0];
}

Please let me know if this does not resolve your inquiry.

[wint3]

Hello Chris. Unfortunately it didn't. I uploaded a picture of a footprint chart to show what I mean. The parts I circled are the bid and ask volumes I want to be able get. Then be able to save in some separate variables to use later. Basically the bid ask/volume at a certain price level. I've been searching and I think it has something to do with OnMarketData. But I am not too familiar with process.

[NinjaTrader_ChrisL]

Hi wint3, thanks for your reply. I understand what data you need to get now.

Look at the "BuySellVolume" indicator for an example of this. We also have a full emulation of a price ladder in an indicator here. This read level 2 information. You would just need level 1 data, so OnMarketData will suffice rather than OnMarketDepth:

https://ninjatrader.com/support/helpGuides/nt8/?creating_your_own_level_ii_dat.htm

Please let me know if you have any questions on this material.