Dollar Bars

A time bar closes when the clock reaches its interval, a tick bar after a set number of trades, a volume bar after a set number of contracts, and a dollar bar after a set amount of money. Tick, volume and dollar bars all print faster when the market is busy and slower when it is quiet. A dollar bar differs from a volume bar only in its unit, so it holds the same money whatever the price. Our guide to tick charts in NinjaTrader 8 compares the bar types in a table.

There is no single right size. A common starting point is about 50 bars a day. The Dollar Bar Info box measures it for your market. Its size helper row shows the amount, in millions, that gives about 50 bars in a typical session of the days on your chart. Type that number into Data Series. On 5 November 2026 it read $14,740 million on ES and $8,448 million on NQ. A smaller amount gives more bars, a larger one fewer. An amount that suits ES gives far fewer bars on a market that trades less money in a day, so measure each market on its own.

Yes. Strategies run on Dollar Bars like on any bar type, in the Strategy Analyzer and in an optimization too, and the bars in a test are built by the same rules as the bars you see live. Fills follow NinjaTrader’s own fill rules, as with every bar type. With Tick Replay, a strategy that calculates on each tick sees the trades inside each bar. For tests across contract rolls, set the merge policy to Merge non back adjusted.

No. A finished bar never changes, and every open, high, low and close is a price that traded. Reloading the chart gives the same bars as live. We recorded bars live on ES, NQ and CL, reloaded and compared them bar by bar, and an independent review rebuilt 4,605 of our recorded bars from the raw trades with a separately written program, every one the same. The one exception is the data itself. Where your provider’s history holds a trade the live feed missed, or the other way round, a reload follows the history. The bar forming now grows until it is full, like any bar.

A trade larger than the room left fills the bar, and the rest goes on in new bars at the same price, the way NinjaTrader’s own volume bars do it. With Break at EOD on, each session starts a new bar, so every day stands on its own.

Max minutes per bar, the second box in Data Series, starts a new bar with the first trade that comes that many minutes or more after the bar’s own first trade, so quiet hours still print bars. Set 2 or more to use it; 0, the default, or 1 means no limit. Without a trade the bar stays open, a bar never closes on its own clock.

From the top, the instrument and the amount per bar; a fill gauge with the percent; the money and contracts left in the bar; how long it has been open and how long a bar usually takes; the money traded today against a usual session, and the bars so far; the session’s VWAP; and the size helper, the amount for about 50 bars a day. Every row below the title can be switched off, and the box keeps its size while the numbers change, so it never jumps on the chart.

Yes, three alerts, all off by default and live only. A sound every time a bar closes, an alert when a bar closes much faster than usual (a burst of trading), and one when the bar forming now has been open far longer than usual (the market has gone quiet). The last two also add a line to NinjaTrader’s Alerts Log. They are in the Dollar Bar Info settings, under 3. Alerts.

Any futures market, with any data provider that gives tick data. Dollar Bars are built from each trade, like NinjaTrader’s own tick and volume bars, so how far back a chart reaches depends on your provider’s tick history. The amount is in the contract’s own currency, so on a euro or yen contract a million is a million of that currency. On the E-mini micros (MES, MNQ, MYM, M2K) a bar of the same amount holds ten times the contracts.

Yes. A strategy on a Dollar Bars chart simply runs on those bars. To add them in NinjaScript, use the bar type’s number, as in AddDataSeries((BarsPeriodType)732001, 500) gives $500 million bars of the chart’s instrument, with no time limit. Strategies and indicators that read open, high, low, close and volume read them like any other bars.

It is built the way NinjaTrader’s own volume bars are, each trade counted once as it comes in. Like a tick or volume chart, a Dollar Bars chart loads the tick history of every day it shows, so many days take longer to load than a minute chart. If your chart ever lags with it, email us: that’s a bug, not normal.

Email support, answered by the traders who built it. Bugs get fixed — this tool gets the same updates and support as our paid tools.