Call bid ask function

[imalil]

Hello-

I realize, when considering price, there are functions to call the high and low price of a bar.

Is there also a function that lets one call the highest most ask volume or the lowest most bid volume of a bar?

If not, could you tell me how to call this number?

Thank you.

[NinjaTrader_PatrickH]

Hello imalil,

Thank you for your post.

You may refer to GetCurrentBidVolume and GetCurrentAskVolume.

• GetCurrentBidVolume: http://ninjatrader.com/support/helpG...tbidvolume.htm
• GetCurrentAskVolume: http://ninjatrader.com/support/helpG...taskvolume.htm

However, as you ask "the highest most ask volume or the lowest most bid volume of a bar", you may be seeking a different answer here. If so, are you looking for the lowest price level of a bar and the volume at that price level for the current bar?

[imalil]

"are you looking for the lowest price level of a bar and the volume at that price level for the current bar?"

Yes, but I want to separate bid and ask volume. I am looking for the lowest price level of a bar and the BID volume at that price level for the current bar.

And:

I am looking for the highest price level of a bar and the ASK volume at that price level for the current bar.

Thank you.

[imalil]

It seems that

GetCurrentBidVolume
GetCurrentAskBidVolume

gets total orders placed and not necessarily filled. Is there a function that calls total ask or bid volume that is filled only? As in order flow? I don't want simply filled volume, I want ask or bid filled volume.

Thank you.

[NinjaTrader_PatrickH]

Hello imalil,

Thank you for your response.

You would need to compare the Close[0] against the Low[0] and High[0] to confirm it as at that price and then pull the volume by comparing the Close[0] against GetCurrentBid or GetCurrentAsk.
An example of pulling the volume as traded at bid or ask can be found under Tools > Edit NinjaScript > Indicator > BuySellVolume.

[imalil]

I understand what you're saying, but I don't care about the close price of the bar. I care about the high ask price and the low bid price. Are you saying GetCurrentBid only calls the closing bid price of the bar? Every bar closes with an order flow, total filled orders, populating at each price within the bar. How do I call those specific order flow totals at specific prices within the bar?

Is this possible?
Thank you.

[NinjaTrader_PatrickH]

The information you are talking about either needs to be tracked as described in my previous response or you are referring to level II data which is pulled from OnMarketDepth on real-time data only: http://ninjatrader.com/support/helpG...arketdepth.htm

You can find an example of keep a level II book at the following link: http://ninjatrader.com/support/forum...ead.php?t=5965