• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bid or Ask At price

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Bid or Ask At price

    At any time there are multiple orders sitting at different prices
    These are displayed on the Dom. How do we access the Bid/Ask order volume
    at each price level. ex. GetCurrentBid() or Ask seems to get the current Bid or Ask
    Not the Bid/Ask volume 5 Ticks away.

    Thanks
    J~

    #2
    Hello JerryWar,

    Thank you for your post.

    You would want to use OnMarketDepth() to get the Bid/Ask prices at the different levels.

    I have attached two links below, one on the method OnMarketDepth(), the other on reference sample for building a Level 2 book -
    http://www.ninjatrader.com/support/h...arketdepth.htm

    http://www.ninjatrader.com/support/f...ead.php?t=3478

    Let me know if I can be of further assistance.
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Cal
      I did several searches before posting and could not find
      any of this.

      Thanks it looks like exactly what I am looking for.

      Jerry

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by guvenators, Today, 05:18 PM
      1 response
      13 views
      0 likes
      Last Post NinjaTrader_ShawnB  
      Started by LANwarr1or, Today, 03:00 PM
      2 responses
      9 views
      0 likes
      Last Post LANwarr1or  
      Started by Newtrader101, Today, 02:53 PM
      2 responses
      10 views
      0 likes
      Last Post Newtrader101  
      Started by JuanPabloQuevedo, Today, 02:53 PM
      2 responses
      9 views
      0 likes
      Last Post JuanPabloQuevedo  
      Started by samir, Today, 03:16 PM
      2 responses
      14 views
      0 likes
      Last Post samir
      by samir
       
      Working...
      X