Could I please get some clarification on the details provided by http://www.ninjatrader-support.com/H...DepthEventArgs, specifically relating to the Operation property?
The help guide states:
Represents the action you should take when building a level two book.
Possible values are:
Operation.Insert
Operation.Remove
Operation.Update
I've looked at the SampleMarketDepth example on these forums but am still unclear about under which exact circumstances this event gets fired, and the correct meaning/usage of the Operation (and Position) properties. For instance, does an event with e.Operation == Operation.Remove relate to the situation where a row has dropped off the top or bottom of the ladder, or when an order has been removed from the book?
I'm guessing here that this API event is a wrapper for exposing some internal functionality related to the visual SuperDOM modules. Some help in understanding it would be gratefully appreciated.
Thanks.
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