Get OnPriceChange Volume

[johnok]

Hello,

I'm creating an indicator with volume at price but when i use OnPriceChange, the Volume[0] value is the volume of bar and this volume is cumuled until the bar is closed.

Do you know how can i get the Volume[0] clearly rested at every price change ?

I don't want to use the OnMarketData and TickReplay, i can maybe get a algorithmic help to reset manually the volume at every price change, i don't know..

Thank for the help.

[NinjaTrader_ChrisL]

Hi johnok, thanks for posting.

Tick Replay or adding a 1 tick series will be required to get intra bar volume updates. See the BuySellVolume indicator as an example of getting historical intrabar volume updates.

Kind regards,
-ChrisL