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Max Book Levels

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    Max Book Levels

    Hi guys,

    Is there somewhere in Ninja like in MasterInstrument or something that you are holding the max depth for the Level 2 of that instrument. Like in ES it's 10, in Bund it's 20 etc.

    Thanks
    DB

    #2
    Hello DB,
    Unfortunately the Instrument or MasterInstrument class does not holds any information regarding the market depth levels as theres no way to know it beforehand.

    You can get the information from the OnMarketDepth method

    Code:
    protected override void OnMarketDepth(MarketDepthEventArgs e)
    {
    	Print(e.MarketDepth.Bid.Count);
    }
    http://www.ninjatrader.com/support/h...arketdepth.htm
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Just what I was after. Thank you.

      Comment

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