Just wanted to confirm that it does not support passing in L2 data into NT, correct?
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NinjaTrader
NTDirect, external data feed and L2 data
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Hello onnb1,
That is confirmed. The NTDirect.dll is not able to receive or send market depth (level 2) data, but is able to send and receive level 1 bid and ask data.
http://ninjatrader.com/support/helpG.../functions.htmChelsea B.NinjaTrader Customer Service
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