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Historical bid And Ask Minute Series

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    Historical bid And Ask Minute Series

    h, i try to plot Historica Volume bid and ask..but
    the result is displays the spread ask and bid :

    Code:
    	if ((State==State.Historical) && (BarsInProgress==1))
    			{
    								
    				Ask[0]=BarsArray[0].GetAsk(CurrentBars[0]);
    				Bid[0]=BarsArray[0].GetBid(CurrentBars[0]);
    How do I display the volume bid-ask ?

    Thanks a lot of..,

    #2
    Hello esignal,

    You can either add a secondary series of ask and secondary series of bid and call the volume of that data series.

    Or you can use GetCurrentAskVolume() and GetCurrentBidVolume().
    http://ninjatrader.com/support/helpG...taskvolume.htm
    http://ninjatrader.com/support/helpG...tbidvolume.htm
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      i don't underestand......i'm refer to Historical DataSeries...Not realtime series


      http://ninjatrader.com/support/helpG...taskvolume.htm
      Definition
      Returns the current ask volume.


      I try to plot

      Code:
      	Ask[0]=GetCurrentAskVolume(CurrentBars[0]);
             Bid[0]=GetCurrentBidVolume(CurrentBars[0]);
      I see empty chart

      Comment


        #4
        Hello esignal,

        You will need to add a secondary data series of ask and a secondary series of bid and check the volume on each data series.

        AddDataSeries(Instrument.FullName, BarsPeriodType.Minute, 1, MarketDataType.Ask)
        AddDataSeries(string instrumentName, BarsPeriodType periodType, int period, MarketDataType marketDataType)
        http://ninjatrader.com/support/helpG...dataseries.htm

        Then use Volumes[1][0] to check the volume on each minute bar.

        If you want each ticks volume, add a tick series instead of a minute series.
        Chelsea B.NinjaTrader Customer Service

        Comment

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