I'm trying to access the real time daily volume of other contracts and instruments from one indicator. For example, I want to have the indicator on the current CL contract and pull the real time daily volume for other instruments and contracts, such as the next month or two for the current instrument or whatever else. I see that I can easily get the current instrument's daily volume by the following:
Instrument.MarketData.DailyVolume.Volume
Thank you!
Paul
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