time and sales volume vs. e.Volume

[funk101]

if (e.MarketDataType == MarketDataType.Ask)
{
if (e.Volume >= numContracts)
{
MyLine(e.Price, 0);
Print("Ask = " + e.Price + " @ " + e.Volume);
}
}


how come e.Volume is different than what appears in T&S window?

AND btw, how come MarketDataType.Last never shows up?

[NinjaTrader_Josh]

e.Volume does match T&S window. You need to match them with the correct ask/bid from the T&S. It is difficult to keep track and match up, but it does match up.

MarketDataType.Last shows up when it is given to us by your data provider's API. If they do not fire off such an event we do not "fake" one for you.