How to retrieve instantaneous volume for current bar as it's building

[jalley]

I would like to be able to retrieve the current volume of a bar as it's building like when the vol() indicator shows it building up instantly on the current bar. I would assume I would retrieve this value during the OnMarketUpdate event but so far only able to see the volume total for the bar after it's finished that bar.

[bltdavid]

The volume in the Volume series is kept up to date as ticks arrive.

Trying using Calculate.OnEackTick, then every time OnBarUpdate
is called, the value in Volume[0] represents the current volume
accumulated thus far.

The value in Volume[0] stops updating when the bar closes.

[jalley]

UPDATE: I re-installed NT8 and now it works. Odd problem

I'm having so much trouble getting current volume. I have tried the above like this:


In State.Configure()
VOL1 = VOL();

In Bar.Update()
CurrentVolume = Volume[0]; // VOL1[0];

If I use VOL1[0] it gives me the final bar volume. If I use it like shown it gives me volume always of only 1. Yet the Vol() indicator is showing it live instanteously.

[NinjaTrader_ChelseaB]

Hello jalley,

Attached is an export of an example that prints the time and the volume on each tick.