Получилось вот так, но все равно нули

public class CurrentBuyVolume : IBar2DoubleHandler
{

public IList<double> Execute(ISecurity source)
{
return Calc(source);
}

public static IList<double> Calc(ISecurity source)
{
var secrt = source as ISecurityRt;
var res = new double[source.Bars.Count];
if(secrt != null)
{
var v = secrt.FinInfo.BuySqty ?? 0;

for(int i=0; i < res.Length; i++)
{
res[i] = v;
}
}
return res;
}

}

public class CurrentSellVolume : IBar2DoubleHandler
{

public IList<double> Execute(ISecurity source)
{
return Calc(source);
}

public static IList<double> Calc(ISecurity source)
{
var secrt = source as ISecurityRt;
var res = new double[source.Bars.Count];
if(secrt != null)
{
var v = secrt.FinInfo.SellSqty ?? 0;

for(int i=0; i < res.Length; i++)
{
res[i] = v;
}
}
return res;
}

}