Recently I started using volumetric bars in ninja scripts for testing some footprint pattern. It seems NT stores only tick data for the last prices after loading them from the data provider for volumetric bars (and no bid and ask data). How can NT determine the bid and ask volumes for volumetric bars with only last tick data and choosen bidask method? Switching to UpDown method changes the bid and ask figures but in both cases only last ticks are available in the db folder.
The question is important for me because I am thinking about buying some more history data since all available data provider seem to be limited to 1 year of historical tick data.
Thanks in advance
Joerg
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