Is there a method to get this data...?

[HiddenPhilosopher]

Hi,

I'm trying to develop an indicator that can count live aggressive buy and sell volume.

What I mean by "aggresive buy and sell" is what T & S window shows in the software: how many shares are bought at ask and above ask, and how many shares are sold at bid and below bid, on each tick.

Is there a method I can use to get this volume data I need? If not, do you have a suggestion how this can be done?

Thank you very much!

[NinjaTrader_ChrisL]

Hi HiddenPhilosopher, thanks for your question.

The T&S window is built from the OnMarketData method. That method is called for each incoming market data update. See the "BuySellVolume" indicator for a full example.

Please let me know if I can assist any further.