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level 2 access

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    level 2 access

    Good Morning,

    What is the command to access level 2 bid/ask, in onbarupdate.
    i'd like something like:
    for(i=0,i<10,i++)
    vecB[i]=Bars....Bid[i].volume
    vecA[i]=Bars....Ask[i].volume

    I want a snapshot of the lev2.

    Thanks

    #2
    Hello, Level2 data would be accessed in the OnMarketDepth() - http://www.ninjatrader.com/support/h...arketdepth.htm

    A full sample code example is located here in our educational section of this forum - http://www.ninjatrader.com/support/f...ead.php?t=3478
    BertrandNinjaTrader Customer Service

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