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Volume Traded on Bid

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    Volume Traded on Bid

    Hi, i would like to know how to get (probably in realtime), the break-up of a volume bar into volume traded on bid and volume traded on ask, any idea on how to get that data.
    Thanks

    #2
    Hello

    NinjaTrader does not have this facility right out of the box however a few of our 3rd party partners have created Footprint indicators.


    Final, Financial Algorithms, programming services for hedge funds and retail traders, NinjaTrader and others
    CameronNinjaTrader Customer Service

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