Support Board

  // Get the sum of the volumes from all of the prices at this bar by using sc.VolumeAtPriceForBars->GetNextHigherVAPElement()
  unsigned int TotalVolume = 0;
  int CurrentVAPPriceInTicks = INT_MIN ; // This will be incremented from the lowest to highest price tick in the bar
  const s_VolumeAtPriceV2 *p_VolumeAtPrice;

  while (sc.VolumeAtPriceForBars->GetNextHigherVAPElement(sc.Index, CurrentVAPPriceInTicks, &p_VolumeAtPrice))
  {
    TotalVolume += p_VolumeAtPrice->Volume;

    //Calculate the price. This requires multiplying p_VolumeAtPrice->PriceInTicks by the tick size
    float Price = p_VolumeAtPrice->PriceInTicks * sc.TickSize;

    //Other members available:
    //p_VolumeAtPrice->AskVolume;
    //p_VolumeAtPrice->BidVolume;
    //p_VolumeAtPrice->NumberOfTrades;
  }