anyway to access onmarketdepth data on indicator refresh

[tulanch]

I am making use of onmarketdata with tick replay active to access historic bid and ask data. When I refreash the chart the indicator with onmarketdata redraws as expected. This became available with NT8.


Is there a way to get onmarketdepth data in a similar way?

[NinjaTrader_ChrisSch]

Hello tulanch,

Thank you for your note.

Unfortunately. there is not a current way to get onmarketdepth data in a similar fashion. I will forward your inquiry to our development team as a feature request to be implemented in a future release of NinjaTrader. I will follow up with a unique tracking ID when it has been made available.

Thank you and please let us know if we may be of further assistance.

[soulfx]

I would like to add my vote to this request once it has become a feature request. On depth replay of the level 2 data would be very useful in the live environment harnessing from what market replay does - thus can have history loaded should it be required in a strategy indicator. it may be the data/processing to replay this for a chart series is too cpu intensive but certainly worth considering
thanks

[NinjaTrader_ChrisSch]

The unique tracking ID for this feature request is NTEIGHT-11350.

Please let us know if you have any additional questions.