Is there a way to store Level II data every time it changes or udpates so the previous value can be accessed? There is a great thread http://ninjatrader.com/support/forum...ead.php?t=3478 that shows how to create your own Level II indicator but I would like to take this a step further.
My ultimate goal is to compare the most current Level II data in the 0 position to the value it was just prior to a change or update. For example, if the volume was showing as 1500 bid at the zero position price then all of a sudden it drops to less than 250; I would to be able to trigger into some logic.
I tried storing as a DataSeries object but was unsuccessful. Any insight would be greatly appreciated.
Brian
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