Not sure where to pull this information from.
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Hello brucelevy,
Thank you for writing in.
You will want to utilize the OnMarketData() method: https://ninjatrader.com/support/help...marketdata.htm
Block alerts are customizable in the Time & Sales window. You'll just simply want to check the volume and compare it to a value of your choosing.
Please, let us know if we may be of further assistance.Zachary G.NinjaTrader Customer Service
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