volumetrics or volume

ballboy11

Senior Member

Join Date: Jan 2016

Posts: 642
#1

volumetrics or volume

07-10-2023, 11:57 AM

I created a simple order flow for myself but Is there a way to get historical order flow for my bars. I have it for live trading but not historical. Do i use volumetrics and go tick by tick to get the contracts bought or sold? All I want is the highest volume bought and or sold per bar on the tick price
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25074
#2

07-10-2023, 12:03 PM

Hello ballboy11,

It may be possible to calculate this if you have ask/bid stamped historical tick data from the connected provider (such as NinjaTrader or Kinetick connections).

Below is a link to a forum post with sample code.

get the bid ask volume inside the bar from the example - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1133359-get-the-bid-ask-volume-inside-the-bar-from-the-example#post1133429

Hello everyone I am trying to get the bid ask volume inside the bar from the example the problem is that I need a method to get the bid and ask volume without tick replay. I am trying to create this indicator on my own - from the example of the developers But the result is without successfully Below is my code I ask for

Chelsea B.NinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
CopierLite_V3.0 by CaptainJack Started by CaptainJack, 05-29-2026, 05:09 AM	0 responses 167 views 0 likes	Last Post by CaptainJack 05-29-2026, 05:09 AM
BarBigTrade by CaptainJack Started by CaptainJack, 05-29-2026, 12:02 AM	0 responses 88 views 0 likes	Last Post by CaptainJack 05-29-2026, 12:02 AM
Ergonomic Charts Enhanced by charlesugo_1 Started by charlesugo_1, 05-26-2026, 05:03 PM	0 responses 128 views 0 likes	Last Post by charlesugo_1 05-26-2026, 05:03 PM
Cumulative Delta (custom days to load) + Reset time by DannyP96 Started by DannyP96, 05-18-2026, 02:38 PM	1 response 208 views 0 likes	Last Post by NinjaTrader_ChelseaB 05-21-2026, 09:24 AM
Stochastic RSI Divergence by CarlTrading Started by CarlTrading, 05-11-2026, 05:56 AM	0 responses 185 views 0 likes	Last Post by CarlTrading 05-11-2026, 05:56 AM

Announcement