Volume size splitter

[kevinh786]

Hello,

I'm interested in learning how to access the volume data necessary to create an indicator that will show me when for example only the traders trading 100 contracts or more are net long or net short.

I know EOT has created an indicator like this but I'm interested in creating one for myself but don't know how to access the necessary volume data.

Thanks for any help.

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[NinjaTrader_Bertrand]

Hi kevinh786,

You may want to check into OnMarketData() for this task - http://www.ninjatrader-support.com/H...arketData.html

If you also need Level2 data, then see OnMarketDepth(), too - http://www.ninjatrader-support.com/H...rketDepth.html

For professional programming help, please contact our NinjaScript consultants - http://www.ninjatrader.com/webnew/pa...injaScript.htm

[kevinh786]

Thank you Bertrand. I'll start my quest at the links you've given me.

Kevin

[ctrlbrk]

I was just wondering if any progress has been made on this?

Mike

[eDanny]

We may be using what you are looking for here:

http://www.5280tradinggroup.com/Hunt/Huntchuks.html