How get Bid and Ask Volume in super dom on each tick?

[Goolden]

I am trying to build super dom columns that use tick volumes Bid and Ask. But it looks like this function does not give me the desired result, or I am not using it incorrectly.

SuperDom.MarketDepth.Asks[i].Volume;

The part of my code that uses this function.

List<long> sellVolumeList = new List<long>();
List<long> buyVolumeList = new List<long>();

private void OnMarketDepthUpdate(object sender, Data.MarketDepthEventArgs e)
{

long sellCount = 0, buyCount = 0;



for (int i = 0; i < SuperDom.MarketDepth.Asks.Count; i++)
{
buyCount += SuperDom.MarketDepth.Asks[i].Volume;
sellCount += SuperDom.MarketDepth.Bids[i].Volume;
}



sellVolumeList.Add(sellCount);
buyVolumeList.Add(buyCount);

}

[NinjaTrader_Jesse]

Hello Goolden,

Without a description of whats going wrong I couldn't really provide any guidance here. What specifically is wrong with the result you had observed or the line you extracted? Are you seeing an odd value or what is happening surrounding that?

The existing volume column has a full example of the accumulation logic which could be used for this type of use case in case this relates to the accumulated value in some way.


I look forward to being of further assistance.

[Goolden]

The problem is that I do not quite understand the operation of this function, or rather the return value, it differs from the values of the current tick. "SuperDom.MarketDepth.Asks.Count" the number of columns here is always 42, but there are no such columns in Super DOM.

I plan to use the accumulated tick data for further analysis, but since the data does not coincide with what I see at the current tick, its further use does not make sense.

[NinjaTrader_Jesse]

Hello Goolden,

I am not certain I understand the comparison you are trying to do with the count. Are you trying to collect volume at each level similar to the existing volume column? The OnMarketDepth may have X number of levels defined but may or may not have a value, you generally need to use the Operation property to delegate the logic. You can see an example of working with the depth from an indicator here: https://ninjatrader.com/support/help...vel_ii_dat.htm

The existing volume column also shows how to use the OnBarUpdate override which runs on each tick to collect the volumes. This also has a setting for ask and bid built in or buy and sell.

I look forward to being of further assistance.