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Importance of "vol" in external feed using NtDirect

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    Importance of "vol" in external feed using NtDirect

    This is some of the code from the NtDirect.dll.
    if LastBarOnChart then begin
    if lastCurrentBar <> CurrentBar then begin
    vol = Volume;
    lastVolume = 0;
    end else begin
    vol = Volume - lastVolume;
    end;
    lastCurrentBar = CurrentBar;
    lastVolume = lastVolume + vol;

    Ask(GetSymbolName, CurrentAsk, AskSize);
    Bid(GetSymbolName, CurrentBid, BidSize);
    Last(GetSymbolName, Close, vol);
    end;

    Does the value of vol play any role in the trading of the sim account?

    #2
    Hello Atomic,
    Volume cannot be zero. Also the Ask, Bid and Last is used to append quotes to NinjaTrader (using the external data feed connection) from your custom applciation.

    Please refer here to know more about the functions of the NTDirect/Client.dll
    http://www.ninjatrader.com/support/h...?functions.htm
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Joydeep View Post
      Hello Atomic,
      Volume cannot be zero. Also the Ask, Bid and Last is used to append quotes to NinjaTrader (using the external data feed connection) from your custom applciation.

      Please refer here to know more about the functions of the NTDirect/Client.dll
      http://www.ninjatrader.com/support/h...?functions.htm
      I have modified the code as below, and it does not seem to matter.
      if LBOC then begin
      Ask(Smbl, CurrentAsk, AskSize);
      Bid(Smbl, CurrentBid, BidSize);
      Last(Smbl, Close, ticks);
      end;

      where Smbl = getsymbolname and LBOC is just lastbaronchart.

      Comment


        #4
        Hello Atomic,
        Unfortunately we only provide limited support for the dll interface. You can refer to this help guide for further reference.

        http://www.ninjatrader.com/support/h...?functions.htm
        http://www.ninjatrader.com/support/h...functions2.htm

        I leave this thread open for any forum member who may assist you further.
        JoydeepNinjaTrader Customer Service

        Comment

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