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Bid or Ask At price

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    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

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