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How to get ask and bid volume values of a certain price

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    How to get ask and bid volume values of a certain price

    Please tell me, I can not understand how to get the ask and bid volumes of any price. Ideally, we would like to reproduce the range of prices and their volumes from the superdom.
    (Ninjatrader 7)

    #2
    Hello Papercut110,

    This would be provided in the OnMarketDepth method.

    Below is a link to the help guide.
    https://ninjatrader.com/support/help...arketdepth.htm

    As well as a link to the reference sample 'Creating your own Level II data book (Accessing market depth)' which demonstrates in the help guide.
    https://ninjatrader.com/support/help...vel_ii_dat.htm
    Chelsea B.NinjaTrader Customer Service

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      #3
      NinjaTrader_ChelseaB, thanks a lot for your help

      Comment

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