How do I access the previous bars ask volume and bid volume?

[joefriday]

Say I'm running my indicator on a 100 tick chart, but want to access the bid and ask volume of the previous bar and plot it.

How do I do that? I'm fine not using tick replay/need to run on historical data.

Thanks in advance.

[NinjaTrader_ChrisL]

Hi joefriday, thanks for posting.

A 1 tick series needs to be added to access intra bar bid/ask volume. Please see the attached example for reference.

Kind regards.

[joefriday]

What if I don't care about intrabar bid and ask (since it slows down everything)

How do I just get the ask and bid volume traded at the close of the bar?

[NinjaTrader_ChrisL]

Hi Joe,

If you only want real time data, you can run the script OnBarClose and use GetCurrentAsk() and GetCurrentBid() to access this data on the close of the bar. You can also use AddDataSeries to add a bid/ask series and get the bid/ask volume from these series:

https://ninjatrader.com/support/helpGuides/nt8/?using_historical_bid_ask_serie.htm

Kind regards,
-ChrisL