NinjaScript > Language Reference > Data >


Print this Topic Previous pageReturn to chapter overviewNext page


Holds an array of DataSeries objects holding historical bar volumes. A DataSeries object is added to this array when calling the Add() method in a Custom Strategy. Its purpose is to provide access to the volumes of all Bars objects in a multi-instrument or multi-time frame strategy.


Property Value

An array of DataSeries objects.


Volumes[int barSeriesIndex][int barsAgo]




protected override void Initialize()
    // Adds a 5-minute Bars object to the strategy and is automatically assigned
    // a Bars object index of 1 since the primary data the strategy is run against
    // set by the UI takes the index of 0.
    Add(Instrument, PeriodType.Minute, 5);
protected override void OnBarUpdate()
    // Compares the primary bar's volume to the 5-minute bar's volume
    if (Volumes[0][0] > Volumes[1][0])
         Print("The current bar's volume price is greater");