MarketDataType.DailyVolume???

[sidlercom80]

Hi, I would like to know what kind of volume this is? Why is the value not the same as with the volume indicator on a daily basis?

I have a strategy (OnBarClose) and would like to process the intraday volume. That's why I wanted to do this with this method, and have noticed that the volumes are not the same.

if (e.MarketDataType == MarketDataType.DailyVolume)
{[INDENT]CurrentDayVolume = e.Volume;[/INDENT]
 }

[NinjaTrader_Jesse]

Hello sidlercom80,

The MarketDataType.DailyVolume would be the daily volume metric which your data provider has calculated on the server side. That could be different from the volume series for a variety of reasons such as the session which that was counting volume for. If you are trying to calculate the daily volume from any series then you would need to use the historical Volume series or count the volume which is coming in with the OnMarketData override and MarketDataType.Last events. You can see the .VolumeCounter indicator for an example of working with the Volume series or the VolumeProfile indicator for working with the OnMarketData volume.