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Getting granular data for each volumetric chart footprint

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    Getting granular data for each volumetric chart footprint

    Hi all!

    I'm looking to get as much detail as possible from every footprint I have showing in my volumetric chart.

    Currently, Ninjatrader 8 supports these variables:
    BarDelta Gets a long value with the total bar's delta
    CumulativeDelta Gets a long value with the cumulative delta (Note: the accumulation is reset at the session break)
    GetAskVolumeForPrice(double price) Gets the ask volume (long value) for the passed in price
    GetBidVolumeForPrice(double price) Gets the sell volume (long value) for the passed in price
    GetDeltaForPrice(double price) Gets the horizontal delta (long value) for the passed in price
    GetDeltaPercent() Gets a double value with the delta % of volume for the bar
    GetMaximumPositiveDelta() Gets the highest positive delta (long value) for the bar (if there is no positive delta in the bar, it will get the lowest negative delta)
    GetMaximumNegativeDelta() Gets the highest negative delta (long value) for the bar (if there is no negative delta in the bar, it will get the lowest positive delta)
    GetMaximumVolume(bool? askVolume, out double price ) Gets the highest Ask, Bid or combined volume (long value) for the bar and returns the price at which it occurred.



    - pass in true for getting the highest Ask volume

    - pass in false for getting the highest Bid volume

    - pass in null for getting the highest combined volume



    For scenarios where Ticks per level is greater than 1, this method will return the lowest price - with Ticks per level known, the remaining prices in the result cell could be custom calculated if desired.
    GetTotalVolumeForPrice(double price) Gets the total volume (long value) for the passed in price
    MaxSeenDelta Gets the highest delta (long value) seen intrabar
    MinSeenDelta Gets the lowest delta (long value) seen intrabar
    TotalBuyingVolume Gets the total buying volume (long value) for the bar
    TotalSellingVolume Gets the total selling volume (long value) for the bar
    Trades Gets to total number of trades (long value) for the bar
    What I'm interested in getting is the values for by and sell imbalances, the maximum value in a given footprint and the individual buy/sell numbers for each price listing in a footprint.

    And apologies if I'm asking for something already listed above or if it's currently in the Help Guide. Either way, I would really appreciate some initial guidance and I can take it from there.

    Thanks in advance for your help!

    #2
    Hello Spiderbird,

    These are the values available from the Volumetric bars.

    Anything further would need to be custom calculated. NinjaTrader_Jim has provided an example.
    Hello everyone I am trying to get the bid ask volume inside the bar from the example the problem is that I need a method to get the bid and ask volume without tick replay. I am trying to create this indicator on my own - from the example of the developers But the result is without successfully Below is my code I ask for
    Chelsea B.NinjaTrader Customer Service

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