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Bid Ask Volume From OnMarketData processing

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    Bid Ask Volume From OnMarketData processing

    Hello AdamP,

    New topic, I am wondering anyway to get correct Bid-Ask volume for cash forex instrument. My connection is via IB.

    For futures, I connect via ZenFire and the OnMarketData processing give Bid-Ask volume correctly, but if I choose cash Forex, Bid-Ask volume is always decreasing.

    Thanks,

    Best Regards,
    Edward K.

    #2
    Hello,

    Thanks for the note.

    With the forex market since there is no single exchange this bid ask data is simulated from your provider. Therefor you may get some unexpected output however most people do not do any analysis on it since it is not a complete picture.

    With Futures this works since there is a single futures exchange where all orders are placed.

    -Brett
    BrettNinjaTrader Product Management

    Comment


      #3
      Hello Brett,

      Thanks.

      Regards,
      Edward K

      Comment

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