Recent Bid/Ask Volume in SuperDOM?

[ntcoder256]

Hi I'd like to show the recent bid/ask volume, in the superdom as one can for example in sierra charts e.g.

"[Recent Bid volume] calculates and displays the total Bid Volume at a price level where the market traded at and stayed at that price. The Bid Volume accumulates when the price level is traded at without changing. Therefore, if the market trades at the same Bid price multiple times, the Bid Volume is accumulated at that price level.

The Bid Volume for a price level is reset when the market trades at a different price level, then trades back at a price level where there is previously accumulated Bid Volume and the new trade is at the best Bid. At that time the previously accumulated Bid Volume is reset back to zero and will display the Bid Volume from the most recent Bid trade. This resetting is completely independent of the Recent Ask Volume." (There is also a timeout setting for this)

https://www.sierrachart.com/index.ph...iption_RecentBidVolume

https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ColumnDescription_RecentBidVolume

I'd also like to be able to show the Current Traded Bid/Ask Volume

"displays the continuous accumulation of Bid Traded Volume at each price level from trades that have occurred since connecting to the data feed"

https://www.sierrachart.com/index.ph...iption_CurrentTradedBidVolume

https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ColumnDescription_CurrentTradedBidVolume

I'm confused a bit though if there's a way to actually do this in NT currently or not with the existing available columns.


thanks for your help.

p.s.
sorry had to paste the links as code to get them to show fully

[NinjaTrader_Zachary]

Hello ntcoder256,

Thank you for your inquiry and for using NinjaTrader.

The described functionality is definitely not possible with the preconfigured columns. While there is a Volume column that is available, it doesn't work in the way that's described for either of the above items. You can read a bit about the preconfigured column from the link below;

https://ninjatrader.com/support/helpGuides/nt8/index.html?using_superdom_columns.htm#UnderstandingTheVolumeColumn

With that being said, it's likely that this is something that could potentially be developed custom. If you're a programmer yourself, you might try posting in the General or Indicator Development forums for advice or suggestions of how something like that might be achieved.