Historical Tick data - from volumetric bars?

[KarstenKafl]

HI

I have read different places that the historical tick count can only be accessed thorugh adding a secondary tick data - and then coding a counter.

That makes sense but as commented by others is a very cpu heavy way to calculate.

So my question is if i can use the volumetric bars - and access it thorugh that? - because in there i have option for setting delta calculation to using up/down tick.
I can see that the total bid/ask/volume does not change on the bar when i change it to upd/down tick - instead of bid/ask - but how does it calculate the up/down tick - if we dont have access to the actual tick data?

So my two questions are:

1. can i access tick count through voluymetric bars?

2. if not - how is the up/down tick values calculated on the volumetric bars?

Thanks.

[NinjaTrader_Kate]

Hello KarstenKafl,

Thank you for your reply.

It would be more CPU intensive to add a Volumetric bar series to the script than to add a 1 tick data series and I'm not aware of a way to access the Volumetric bar tick count. I also cannot answer exactly how the up/down tick values are calculated as the Volumetric bars are closed source and the actual code is not public.

However, our help guide mentions the following:

To perform the delta buy / sell aggressor classification (DeltaType BidAsk), historical bid / ask tick data access by your provider is needed. To see which data providers can offer which type of data in NinjaTrader, please review this table. If your provider could only support 'last' historical tick data, then the classification could still be made using DeltaType UpDownTick mode.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars.htm

Please let us know if we may be of further assistance to you.