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volume types

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    volume types

    Hello. I understand that:

    GetCurrentAskVolume() and GetCurrentBidVolume()

    returns total placed volume.

    Are there functions that do the same for total volume that is filled?

    Thank you.

    #2
    Hello imalil,

    Thanks for your post.

    You can get the bar volume by Volume[0]. http://ninjatrader.com/support/helpG...7/?volume2.htm
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Thank you for the reply, Paul, but I am not looking for total bar volume. I am looking for the following:

      Is there a function that returns total ASK volume that is FILLED? (similar to what GetCurrentAskVolume() does for total PLACED ask volume)

      Is there a function that returns total BID volume that is FILLED? (similar to what GetCurrentBidVolume() does for total PLACED bid volume)

      Thank you.

      Comment


        #4
        Hello imalil,

        Thanks for your reply.

        There is no method available that could provide the filled volume was based on bid or ask.
        Paul H.NinjaTrader Customer Service

        Comment

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