We are developing a Addon and have a couple of questions at the moment.
1. We require Bid/Ask Volume in our Addon. We did some research and just want Ninjatrader Support to confirm. We have attached a screenshot of the question. This regards the volume column of for Bid/Ask historical data. As we understand not all data providers provide this information but in our case, we do have this information. Does this information regard the volume present at the Bid/Ask similar to position 0 for each side in MarketDepth? What is the proper way to request this historical data via the Add-On? Via https://ninjatrader.com/support/help...eventargs.htm?
2. We would like for Ninjatrader Support to comment on the proper way to manage orders with the Add-On framework. Would it be with the Account class (https://ninjatrader.com/support/help...ount_class.htm in conjunction with https://ninjatrader.com/support/help...tmstrategy.htm) or via the ATI (https://ninjatrader.com/support/help...rface_at.htm)?
Last and final question,
3. If we want to access the Session templates, we would access them via https://ninjatrader.com/support/help...oniterator.htm and https://ninjatrader.com/support/help...adinghours.htm correct?
Thank You,
We wish you a happy new year.
Kind Regards,
Mary
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