Level 2 scripts

diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#1

Level 2 scripts

07-13-2011, 12:58 AM

Good Morning

Does Operation.Insert means new incoming orders on the ladder or the ladder moves and well "new" orders show up?

Regards

JF
Tags: None
NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

07-13-2011, 03:34 AM

JF, the ladder currently offers 5 best bid / ask levels - Operation.Insert means new levels become 'visible' here.

BertrandNinjaTrader Customer Service
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diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#3

07-13-2011, 03:46 AM

Bertrand,

Thanks
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diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#4

07-13-2011, 06:59 AM

What about Operation.Remove? I ran it yesterday on /ES and it stayed flat zero all day.
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NinjaTrader_Austin

NinjaTrader Customer Service

Join Date: Jun 2009

Posts: 3149
#5

07-13-2011, 08:21 AM

diff24rac, please take a look at this reference sample that takes the L2 feed and builds an order book to get a feel for what these actions are used for - http://www.ninjatrader-support.com/v...ead.php?t=3478.

AustinNinjaTrader Customer Service
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