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Tick Volume

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    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.
    Josh P.NinjaTrader Customer Service

    #2
    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.
    RayNinjaTrader Customer Service

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      #3
      Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.
      Josh P.NinjaTrader Customer Service

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        #4
        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.
        Josh P.NinjaTrader Customer Service

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          #5
          - OnMarketData will hold timestamp of the actual tick coming in
          - Time[0] still will be timestamp of the current bar
          DierkNinjaTrader Customer Service

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