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Last Traded Volume?

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    Last Traded Volume?

    Hello,

    The only way I was able to calculate last traded volume is as such:

    double tradeVol = previousVol == 0 ? Volume[0] : Volume[0] - previousVol;
    previousVol = Volume[0];

    Is there any better way? Is there a variable that holds this info?

    Thanks,
    redduke

    #2
    On 6.5 you could track the OnMarketData events
    DierkNinjaTrader Customer Service

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      #3
      Hi Dierk,

      But as of current version, is the way I specified the only way?

      When is 6.5 coming out?

      Thanks,
      redduke

      Comment


        #4
        Sorry, I have not tested your code.
        NT6.5 is available as beta here: http://www.ninjatrader-support.com/v...ead.php?t=3994
        DierkNinjaTrader Customer Service

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          #5
          Dierk,

          Great news!!!!

          Are the code examples on how to use OnMarketData released as well? I also remember seeing posts that 6.5 will support accessing DOM and Time and Sales? Are these code examples also available?

          Thanks,
          redduke

          Comment


            #6
            Yes they are.
            http://www.ninjatrader-support.com/v...ead.php?t=3478

            Sample on OnMarketData is work in progress and will be posted at same location.
            DierkNinjaTrader Customer Service

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              #7
              Thanks you very much for this great info.

              Regards,
              redduke

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