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historical buy and sell data for volume profile


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  #1 (permalink)
 
FuturesBen's Avatar
 FuturesBen 
Edmonton ,Alberta, Canada
 
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Hello Traders. In ninjatrader 8 on the intraday volume profile that is added to the Price ladder the historical buy and sell data is combined. Would it be possible to get the buy and sell data separately? The T and S chart does that but not at each traded price level. Any thoughts would be helpfull. Thanks in advance


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  #2 (permalink)
 sg72 
Orange County, CA, USA
 
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Is this what you are looking for?


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  #3 (permalink)
 
FuturesBen's Avatar
 FuturesBen 
Edmonton ,Alberta, Canada
 
Experience: Beginner
Platform: Ninjatrader, IB
Trading: Emini ES Stocks
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Not what I'm looking for. I would like the sell volume separate from the buy volume, instead of the total volume displayed per price


sg72 View Post
Is this what you are looking for?

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  #4 (permalink)
 sg72 
Orange County, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader, Fidelity ATP
Trading: ES/NQ/RTY, Equity ETFs, Options
Posts: 66 since Sep 2018
Thanks Given: 45
Thanks Received: 53

The buy and sell are shown with a different color on the DOM in the image that I provided. But I don't think you can separate the numbers on the DOM.

The only way I know how to show buy and sell volume per price is on the volumetric bars. If you do 1-day volumetric bar, with Delta Type and Chart Style Type both set to Bid/Ask, I think you'll get what you're looking for. But this is going to be a chart window and not the price ladder.

If this doesn't work for you, you might want to ask Ninja platform support if there's a way to do what you're looking for on the price ladder.

Hope this helps.


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  #5 (permalink)
 
FuturesBen's Avatar
 FuturesBen 
Edmonton ,Alberta, Canada
 
Experience: Beginner
Platform: Ninjatrader, IB
Trading: Emini ES Stocks
Posts: 21 since May 2020
Thanks Given: 48
Thanks Received: 7

Thanks you for your info


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Last Updated on December 9, 2020


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