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tick volume of historical bars?

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    tick volume of historical bars?

    Is there a way to display the tick volume (i.e. number of trades) per bar for historical bars? For example I would like to be able to look at a 5 minute chart and plot an indicator that shows how many ticks were in each bar.

    I tried Bars.TickCount but it appears to only work on live data.

    Thanks.

    #2
    Hi drmartell,

    This info is not available from within the context of a 5 minute bar. The 5 minute bar only has OHLCV. To get tick volume data requires either a real time stream or a tick series. You may be able to code something that does using the multiseries framework, adding a tick series.
    Ryan M.NinjaTrader Customer Service

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      #3
      ok thanks Ryan.

      Comment

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