Something's wrong with this code : I would like to get bid and ask volume per minut but it doesn't returns right numbers (I get more than 4000 contracts executed per minut with FDAX..)
protected override void Initialize() { Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Bar, "Plot0")); Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot1")); Add ("FDAX 09-15", PeriodType.Minute,1, MarketDataType.Ask); Add ("FDAX 09-15", PeriodType.Minute,1, MarketDataType.Bid); Overlay = false; } protected override void OnBarUpdate() { Plot0.Set(Volumes[1][0]); Plot1.Set(Volumes[2][0]); }
Comment