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SystemTrading
01-25-2009, 09:08 AM
I know how to access the DOM, but is there a way to access the number of contracts that took place on the last trade?

NinjaTrader_Ray
01-25-2009, 03:34 PM
You would have to monitor OnMarketData() and check for e.MarketDateType == MarketDataType.Last, then check e.Volume.

http://www.ninjatrader-support.com/HelpGuideV6/OnMarketData.html