View Full Version : Tick Volume
07-26-2007, 02:02 PM
In real-time using Volume returns me the current volume of the current bar. Is there any variable I can use to get the volume of the latest tick? What I am looking for is the volume shown in the T&S window for each incoming tick.
07-26-2007, 02:14 PM
In upcoming NT 6.5 we will support coding against OnMarketData() which will give you events for all market data updates including bid/ask data and volume.
For now, you have to self calculate. For reference sample on how to do this check the code in the BuySellVolume type indicators.
07-26-2007, 03:02 PM
Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.
07-27-2007, 01:34 AM
Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time seems to only work on a bar basis.
07-27-2007, 01:39 AM
- OnMarketData will hold timestamp of the actual tick coming in
- Time still will be timestamp of the current bar