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Bid/Ask Volume

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    Bid/Ask Volume

    As I understand it Bid and Ask Volume are only available in Real Time and when reloading a chart or Restarting what you can do is implement Tick Replay to populate and indicator with The Bid or Ask Volume so that you don't have to wait to populate the Bid Ask Volume in Real Time. Is this Correct ? Is this the only way to do this.

    Thanks for any input.

    Jerry

    #2
    I believe so; at least that's how I'm doing it. Take a look at the @VolumeProfile.cs indicator's code in OnMarketData.

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      #3
      Thanks - I will check it out.

      Comment


        #4
        tradesmart, I noticed something interesting, as I was examining and playing with the code from Volume Profile I enabled the tick Replay. After cuting and pasting into a modified BuySellVolume indicator. I noticed that as Long as the Tick Replay was enabled the BuySellVolume Indicator populated all the history without modification. And of course it does because it doesn't have to test to know whether its TickReplay or Realtime in OnMarketData. It just uses what is now available. Ninja should redo the documentation on BuySellVolume and any other indicators that use OnmarketData to include this information.

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          #5
          Thank you, JerryWar.

          I have sent this in for documentation request.
          Patrick H.NinjaTrader Customer Service

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            #6
            Does this mean that OnMarketData() if (Bars.IsTickReplay) conditional processing is unnecessary in @VolumeProfile since neither @BuySellVolume nor @BuySellPressure have such a condition?

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              #7
              Exactly - If the data is there because you enabled Tick Replay in your data Stream, the condition doesn't have any effect on whether you see it or not with the Caveat that I cannot see into all nuances of switching from Historical to Realtime with volume because I don't have that much experience with it.
              But It is simple enough to try, enable tick Replay in a chart and put @BuySellVolume on. You will see it populate.

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