GetCurrentAskVolume returns Volume

[yaakovd]

Hi.

I've developed two indicators, one plotting GetCurrentAskVolume, and the other GetCurrentBidVolume.
Both of them plot Volume, instead of their expected data.

Why is this?

Thanks.

[NinjaTrader_Josh]

Hmm they should work as expected. Please check out this indicator and see if it works for you http://www.ninjatrader-support.com/vb/showpost.php?p=13740&postcount=7

[yaakovd]

Please check out this indicator and see if it works for you

Nope. CumulativeCurrentVolume == Volume.
Maybe it's a problem with the data provider? Currently I'm only using OpenTick. Are there providers which provide this data?

[NinjaTrader_Josh]

You can see the list of available connections here: http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

I believe most of the paid services will offer that data.

[yaakovd]

Thanks for your reply, Josh.
Do you know about a free or trial provider which provides this data?

[NinjaTrader_Josh]

I am not sure. I will run tests later today to confirm if it is actually Opentick not providing the data.

[NinjaTrader_Ray]

Yaakovd,

Is this in real-time or on historical data? On historical data, the Volume is likely subsituted for BID/ASK volume since we do not have that data historically.

[yaakovd]

It's historical data.

Is the lack of data related to a specific data provider, or is it a platform limitation? Do youn know about a workaround?

I should mention that bid and ask volumes are very important for the startegies I'm investigating.

Yaakov

[NinjaTrader_Ray]

Its neither a feed nor platform limitation. Historical BID/ASK data at a bar level does not exist since in a bar, there can be 5000+ changes to the bid/ask volume. A bar only contains one data point for OHLCV and Time.

[yaakovd]

Ahh, got it.

Thanks.

[OnePutt]

Is GetCurrentAskVolume available with REPLAY?

[NinjaTrader_Josh]

Yes it should be. On the new "real-time" bars though.