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Volume seems broken

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    Volume seems broken

    Bid volume(on Bid time series) + Ask volume(on Ask time series) should equal Total volume (Last time series).

    But if I chart the volume on bid time series or ask time series, it's always way higher than the total volume traded on the Last time series.

    What am I doing wrong? Is this a bug?
    Last edited by joefriday; 08-28-2021, 11:58 AM.

    #2
    Hello joefriday,

    Is this two series being added with AddDataSeries() to the same script with MarketDataType.Ask and MarketDataType.Bid?

    To confirm, you are adding Volumes[1][0] with Volumes[2][0]?

    Chelsea B.NinjaTrader Customer Service

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