Bars are not being plotted in the volume column of the DOM

[mbesha]

I noticed sometimes that the volume column of the superDOM is blank and I do not know the reason why. Could you please look into this as that volume column is critical to my trading decisions? I have attached a screenshot of the DOM and its properties for your reference.

And as a side question, is there a way of showing this same volume information on a chart instead of the DOM and is there a way of accessing this volume info from a custom script (I would like to use it to inform where I enter or exit my trades)? Please let me know. Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I wanted to check, I see in the DOM window it shows Loading in the top left, have you noticed when this occurs does it show "Loading" each time?

Regarding the same volume as a chart, A charts data is ultimately formed differently so I am unsure how the two tools would relate in that sense. To clarify the question, are you referring to just the charts base volume per bar, the Vol indicator or a Volume profile indicator?

I look forward to being of further assistance.

[mbesha]

Thanks for the feedback. I think the problem as you rightly pointed out is that the data was still loading.

Regarding the question on volume, I am referring to the volume column of the superDOM. Is there a way to plot this same info on a normal chart or access this information from a script? I find the buysell volume information to be very useful but I am restricted to just viewing it on the superDOM. Please let me know more about this. Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for clarifying.

To view this on a chart the Volume Profile indicator could be used, or if you were programming the following information would be helpful.

The "rows" of volume information you see would be in the market depth, you can use the example of this concept we have here: http://ninjatrader.com/support/forum...ead.php?t=3478

This demonstrates how to access and navigate through the order book, you could do anything you like with the resulting data.

I look forward to being of further assistance.

[mbesha]

Hi Jesse. Thanks for the feedback. So there is no way to access the data on the volume column of the DOM? I just thought that since the information is already there, there would be no need to write my own script to accomplish the same task when all I need is access to it (just like to access the CurrentDay's OHL info as shown on the CurrentDayOHL indicator, I just need to use CurrentDayOHL().CurrentOpen[i] etc.) Please let me know. Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

The prior response I provided has an example of getting the Market Depth or data that the superdom would use. In this case there is no pre loaded indicator that already does this for you. Instead you would need to use logic to get the data as it is not already in an indicator.

If you used an indicator and plotted the values, you could later access it from other scripts like the CurrentDayOHL, but you would first need to create the indicator to be able to do that.

I look forward to being of further assistance.

[mbesha]

Thanks for the feedback. Seems like I have to code my own indicator. I have had a look at the code of the sampleLevel2book and I have a question. It seems that the values that are printed out are the current bid and ask volumes but how do I calculate the cumulative ask and bid volumes for the current trading day as is done by the volume column of the DOM? I have not a clue how to go about this code-wise but if you could point me in the right direction, I'd highly appreciate it. Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

You are correct, the sample does give the Current values as the superdom would. For an Accumulation of volume like the Superdom volume column, you would need to accumulate the volume in the script in order for it to be similar.

The superdom column is created in a way that it resets on the first tick of the new session and then accumulates the remainder of the time. To translate this into the indicator, you could review the existing logic used in the superdom column and apply the same techniques to the indicator.

In the editor, if you open the Volume Column from SuperDomColumns, you can see the various logic used. This is a larger script due to the rendering and column specific syntax, if you ignore the OnRender and Mouse related sections, it is much easier to look at.

Some important highlights of the script would be:

The region Bar Collections. This is the base definitions of dictionaries used in accumulating the data.

The private void OnBarsUpdate method contains the logic used to accumulate the data. This section of code controls both resetting the dictionaries and also setting the values.

The majority of the rest of the script would be superdom specific.

To translate this, it may be easiest to take the concepts from this column one at a time over to the indicator. For example, take 1 of the dictionaries out of the column, and paste it in the indicator. You could then practice setting values and retrieving values from that dictionary in a more simple test. With that information, you could then form more complex logic surrounding the dictionary similar to what exists in the column already.

I look forward to being of further assistance.