get the bid ask volume inside the bar from the example

[aleeninja]

Hello ChelseaB! TnSPrintsExample_NT8.cs can not separates deals ( by Ask and by Bid ) too.
But it really works for forex data in Time & Sales window. May be volume info not correct but deals are really separated by color. Pls investigate.

[NinjaTrader_ChelseaB]

Hello aleeninja,

I'm sorry, I do not understand your meaning of the word 'deals'.

Are you referring to block sizes?

Prints in the output window don't have colors, instead the print prints the word orange or green in the print text.
These match the orange and green colors shown in the Time & Sales window.
You can add further conditions if you want.

What are you wanting me to investigate?

[aleeninja]

Hello ChelseaB! TnSPrintsExample_NT8.cs does not separate deals too. But separation takes place in Time & Sales window perfect. May be volume info is not correct but
coloring the string depending on Ask or Bid working perfect for forex data. Pls check.

[aleeninja]

Sorry for double message. I mean in T&S window both colors ( orange and green ) are present. In script only orange color. I think by default price always equals Bid in script.
I think in T&S window another method of separation presents and it really works.

[NinjaTrader_ChelseaB]

Hello aleeninja

Unfortunately, I do not know what deals are.

"May be volume info is not correct"

Is this what you are asking me to investigate?

Forex volume doesn't work.

[aleeninja]

Dear ChelseaB! Yes, forex volume doesn't work. By word deals I mean each string that appears real time in T&S window. And string may be orange or green depending
on price ( Bid or Ask). The price in such string indicates buy or sale. And it really works. In script you provide doesn't work.

[NinjaTrader_ChelseaB]

Hello aleeninja,

The script shows what is shown in the T & S window.

Below is a link to a video that demonstrates.

https://drive.google.com/file/d/1-_WcgGN2UqACOaZd5biVshHoFGXCcbcK/view?usp=drivesdk

[aleeninja]

Sorry, no. For forex data: In script color always orange. In T&S window string color maybe orange or green depending on price. Thank you.

[NinjaTrader_ChelseaB]

Hello aleeninja,

This is clearly not the case as shown in the video I have provided.

However, that said, you can add a data series with AddDataSeries() using MarketDataType.Ask to add in ask data separately.

[aleeninja]

Sorry. My T&S window changes color for forex. As in .

[aleeninja]

Attachment 1.pdf

[NinjaTrader_ChelseaB]

Hello aleeninja,

You would need to add further custom conditions for matching the above ask, below bid, between bid etc..

The conditions in the example considers marketDataUpdate.Price >= marketDataUpdate.Ask to be ask and marketDataUpdate.Price <= marketDataUpdate.Bid to be bid. This simple example of how to work with market updates does not have all of the conditions in the T & S window.

You could separate these into different conditions to compare the price to be equal to ask to print green, and above ask to print gold, or if price is equal to bid to print orange, and if less than bid to print deeppink.

Notice in your screenshot, there are no green ask updates.

[aleeninja]

Yes. I choose chocolate and crimson colors for my example.
I want to say in script always condition marketDataUpdate.Price <= marketDataUpdate.Bid takes place.
And never marketDataUpdate.Price >= marketDataUpdate.Ask. I think no other condition will not work too.
Because for forex marketDataUpdate.Price == marketDataUpdate.Bid in script. In T&S window not as you can see in screenshot.

[NinjaTrader_ChelseaB]

Hello aleeninja,

Add an ask series with AddDataSeries to add the ask data.

You are correct, forex data only send bid updates.

Your screenshot does not show any ask updates, same as the video I have provided a link to.

[aleeninja]

Yes. A lot of conditions with its own color possible to choose in T&S depending on price. And all works.
In script for forex marketDataUpdate.Price == marketDataUpdate.Bid. Thus no any other condition will work in script.