Buy/Sell Volume on DOM

[ctgry8]

Hello,

I have some questions regarding the additional Volume column in the superDOM (right click the DOM, columns -> Volume):

1. Am I able to export or save this data, either for the current day and/or historical days?
2. When displayed as "buy/sell", is there a way to see exactly how much each price level is made up of buy and sell volume, rather than just the visual column and the total volume number for that given price.
3. Is this data able to be accessed, or added somewhere else in Ninjatrader? For example as an indicator on a chart, etc.
4. Am I able to set alerts that reference this data? E.g. Alert if total price volume > X, Alert if buy volume > X, etc.

Regards

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

The superdom by default does not have any means to export data, it is more or less just for order entry with the ability to add NinjaScript columns now. With that being said, you could certainly program in NinjaScript for a column to export its data as it received it. We have the following example of writing data from NinjaScript: http://www.ninjatrader.com/support/f...ead.php?t=3475

Regarding seeing the volume at each level in more detail, you would likely need to utilize an Indicator and the level 2 orderbook example we have here: http://ninjatrader.com/support/forum...ead.php?t=3478

This example demonstrates getting the level2 data which you could then loop through to see X volume at X price.

After accessing any data through NinjaScript, you could configure alerts or conditions based on those values. The example also demonstrates the concept of checking a condition before looping through the order book.

I look forward to being of further assistance.