Historical volumetric bid/ask data without an OrderFlow+ license

[EB Worx]

Hello NinjaTrader,

Until now I was using the AddVolumetric() to get accurate historical volume bid/ask data for order flow related indicators
However, it seems that you need to have an OrderFlow+ license for this to work ? Not all of our customers have this license.
So I'm wondering what is the preferred way to get the same volumetric data for each candle in ninja script for those who don't have the order flow + license
Could you perhaps share a basic example ?


kind regards
Erwin

[NinjaTrader_ChrisL]

Hi Erwin, thanks for posting. We have the BuySellVolume indicator example that shows how to separate buy/sell volume using a 1 tick series. Link.Volumetric bars take this concept a bit further and hold a volume value for each bid/ask price level. This is the closest example I have to provide. For a sample on keeping a dictionary of price levels see the Level 2 book example here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?creating_your_own_level_ii_dat.htm

Best regards,
-ChrisL