Tick Volume

NinjaTrader_Josh · 07-26-2007, 02:02 PM

In real-time using Volume[0] 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.

NinjaTrader_Ray · 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.

NinjaTrader_Josh · 07-26-2007, 03:02 PM

Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.

NinjaTrader_Josh · 07-27-2007, 01:34 AM

Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time[0] seems to only work on a bar basis.

NinjaTrader_Dierk · 07-27-2007, 01:39 AM

- OnMarketData will hold timestamp of the actual tick coming in
- Time[0] still will be timestamp of the current bar

07-26-2007, 02:02 PM	#1
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Tick Volume In real-time using Volume[0] 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.
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07-26-2007, 02:14 PM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	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. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-26-2007, 03:02 PM	#3
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Thanks Ray. I can't wait for all the new and juicy things to come in NT6.5.
	Facebook Twitter YouTube

07-27-2007, 01:34 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Will the OnMarketData() include timestamps on a tick basis or is that already available somewhere? Time[0] seems to only work on a bar basis.
	Facebook Twitter YouTube

07-27-2007, 01:39 AM	#5
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	- OnMarketData will hold timestamp of the actual tick coming in - Time[0] still will be timestamp of the current bar Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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