Can someone please assists with my code?

[rbeckmann05]

Hello, not sure what is the issue here. Trying to get bid/ask volume. Here is the code:

int bidVolume = (int)MarketDataType.Bid.GetMarketData(Closes[0], e.Price);
            int askVolume = (int)MarketDataType.Ask.GetMarketData(Closes[0], e.Price);​

Thank you

[NinjaTrader_BrandonH]

Hello rbeckmann05,

Thanks for your post.

GetMarketData() is not a documented or supported NinjaScript method in the NinjaTrader help guide.

The OnMarketData() method could be used to get bid/ask volume in a custom NinjaScript. The sample code in the OnMarketData() help guide page demonstrates how to get bid/ask prices in OnMarketData().

OnMarketData() is an event-driven method that is called and guaranteed to be in the correct sequence for every change in level one market data for the underlying instrument.

See this help guide page for more information about OnMarketData() and sample code: https://ninjatrader.com/support/help...marketdata.htm