Attention!

NinjaTrader_Josh · 07-26-2007, 02:02 PM

In real-time using Volume[0] returns me the current volume of the current bar. Is there any variable I can use to get the volume of the latest tick? What I am looking for is the volume shown in the T&S window for each incoming tick.

NinjaTrader_Ray · 07-26-2007, 02:14 PM

In upcoming NT 6.5 we will support coding against OnMarketData() which will give you events for all market data updates including bid/ask data and volume.

For now, you have to self calculate. For reference sample on how to do this check the code in the BuySellVolume type indicators.

NinjaTrader_Josh · 07-26-2007, 03:02 PM

Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.

NinjaTrader_Josh · 07-27-2007, 01:34 AM

Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time[0] seems to only work on a bar basis.

NinjaTrader_Dierk · 07-27-2007, 01:39 AM

- OnMarketData will hold timestamp of the actual tick coming in
- Time[0] still will be timestamp of the current bar

07-26-2007, 02:02 PM	#1
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Tick Volume In real-time using Volume[0] returns me the current volume of the current bar. Is there any variable I can use to get the volume of the latest tick? What I am looking for is the volume shown in the T&S window for each incoming tick.
	Facebook Twitter YouTube

07-26-2007, 02:14 PM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	In upcoming NT 6.5 we will support coding against OnMarketData() which will give you events for all market data updates including bid/ask data and volume. For now, you have to self calculate. For reference sample on how to do this check the code in the BuySellVolume type indicators. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-26-2007, 03:02 PM	#3
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.
	Facebook Twitter YouTube

07-27-2007, 01:34 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time[0] seems to only work on a bar basis.
	Facebook Twitter YouTube

07-27-2007, 01:39 AM	#5
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	- OnMarketData will hold timestamp of the actual tick coming in - Time[0] still will be timestamp of the current bar Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

Thread Tools
Show Printable Version Email this Page
Display Modes
Linear Mode Switch to Hybrid Mode Switch to Threaded Mode

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
Catch the end of a minute bar on a tick by tick OnBarUpdate event	Fabrice	Automated Trading	5	07-06-2007 12:28 PM
Catch the end of a minute bar on a tick by tick OnBarUpdate event	Fabrice	Automated Trading	1	07-06-2007 06:53 AM
Volume/TICK data not updating with latest version	Greg1	Charting	2	05-21-2007 05:44 AM
Pivot points are different when using volume/tick charts	Greg1	Indicator Development	8	05-21-2007 05:43 AM
NT6 tick/volume counter suggestion	LG	Suggestions And Feedback	1	11-28-2006 09:05 AM