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Hello Trader17,
This is not currently exposed in any documented way. The only items which are documented would be listed on the volumetric sample here: https://ninjatrader.com/support/help...sub=volumetric
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Hello Trader17 ,
Not that I am aware of, that would really depend on what data you are accessing. You could use the Volume information to get the general volume for a bar or if you are working with OnMarketDepth you could see the values at each price level. Filtering would just be a condition you make that checks that the volume was greater or lesser than a target value to then do something with that value.
I look forward to being of further assistance.
JesseNinjaTrader Customer Service
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