I am currently trying to access the Level 2 Data by each ladder position.
I.E --> I would like to print the Price and the Volume of Bid Ladder Position 0. I am looking to do this with futures contracts in particular (in case that changes anything).
I have seen other posts on the forum saying to add
//Define instrument to be "ES ##-##" for example MarketDepth marketDepth = new MarketDepth<MarketDepthRow>(instrument); marketDepth.Update += OnMarketDepth;
I HAVE ALSO TRIED
else if(State == State.Configured){ //Define instrument to be "ES ##-##" for example MarketDepth marketDepth = new MarketDepth<MarketDepthRow>(instrument); } OnBarUpdate(){ Print(marketDepth.Asks[0].Volume); }
If somebody can help me that would be greatly appreciated. It seems as if the documentation is a little outdated by the first suggestion.
Thank you.
Z
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