Real-time Marketh Depth Indicator Reference Sample

[NinjaTrader_Ray]

I have been getting a lot of private requests from individuals asking for a referencesample of how to access market depth (order book) data for the creation of custom indicators. At the time ofthis post, accessing market depth is not part of theofficially supported NinjaScript layer. What I present here is intended for advancedprogrammers andoutside the scope of what we currently provide technical support for.

For those interested,please take a look at theattachedreference indicator. It will show you how to attached market depth event handlers and access some of the depth events as a result.

Ray