volume question

[imalil]

Could someone please explain the difference between var1[0] and var2[0]? Will the values be the same?

Thank you.

var1[0] = Volume[0];

var2[0] = GetCurrentAskVolume() + GetCurrentBidVolume();

[NinjaTrader_AlanS]

Hello imalil,

Thanks for writing in to our Support team.

These values will not be the same - Volume[0] retrieves the volume of the current bar which is equal to the number of shares traded during the interval defined for that bar. For instance, the Volume[0] value of a 60 minute bar would be much greater than the Volume[0] value of a 1 minute bar.

GetCurrentAskVolume() and GetCurrentBidVolume() retrieve the volume of contracts being traded at the ask/bid price, and this is independent of the interval you are viewing the data series on.

You can view more information in our help guide here:

Volume[0] - http://ninjatrader.com/support/helpG...ies_volume.htm
VOL() - http://ninjatrader.com/support/helpG...-us/volume.htm
GetCurrentAskVolume() - http://ninjatrader.com/support/helpG...taskvolume.htm
GetCurrentBidVolume() - http://ninjatrader.com/support/helpG...tbidvolume.htm

Please let me know if I may be of any further assistance.

[imalil]

One more point of clarification:

If I'm using calcOnBarClose, is the GetCurrentAskVolume() that I see only the ask vol during the last tick of the most recent bar? So if I want to see all the ask vols from the beginning of the bar in order to add them up I have to run a script for that?

Thank you.

[NinjaTrader_AlanS]

Hello imalil,

Thanks for your reply.

The volume retrieved when calling GetCurrentAskVolume() and setting CalculateOnBarClose to true will be whatever the ask volume is at the close of the bar - or whatever the ask volume was for the last recorded tick of the bar. If you would want to add each ask volume value you would have to save those values to a variable and update the value on each tick - alternatively you could look at the Volume[0] which will report the total volume of contracts traded.

Please let me know if I may be of any further assistance.