I am calling functions in NinjaTrader.Client.DLL to update external data source to NinjaTrader. These functions include Ask(), Bid(), Last() and corresponding Playback() function to update both realtime and historical data.
Since buy volume and sell volume is critical in orderflow footprint charts, I would like to know how these values are updated. In API functions I see no parameters updating buy/sell volume explicitly. Are these value calculated automatically or I need to call another function to calculate them explicitly? Or I can't have these values at all while importing data from external source.
Any hint on this? Thank you!
Charles
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