Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Reading Levell II information from NinjaSript
Collapse
X
-
Hello w0lverine,
OnMarketDepth() can be used to receive Level 2 events in NinjaScript. Unlike OnMarketData() which is based on Level 1 events, this data will come in asynchronously to OnBarUpdate() events.
Publicly available documentation on OnMarketDepth() can be seen here:
Here is an example that demonstrates creating a Level2 book:
https://ninjatrader.com/support/helpGuides/nt8/en-us/using_custom_events_to_output_.htm
Please let us know if we can be of further assistance.Kate W.NinjaTrader Customer Service
- Likes 1
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by jaybedreamin, Today, 05:56 PM
|
0 responses
3 views
0 likes
|
Last Post
by jaybedreamin
Today, 05:56 PM
|
||
Started by DJ888, 04-16-2024, 06:09 PM
|
6 responses
18 views
0 likes
|
Last Post
by DJ888
Today, 05:12 PM
|
||
Started by Jon17, Today, 04:33 PM
|
0 responses
1 view
0 likes
|
Last Post
by Jon17
Today, 04:33 PM
|
||
Started by Javierw.ok, Today, 04:12 PM
|
0 responses
6 views
0 likes
|
Last Post
by Javierw.ok
Today, 04:12 PM
|
||
Started by timmbbo, Today, 08:59 AM
|
2 responses
10 views
0 likes
|
Last Post
by bltdavid
Today, 04:10 PM
|
Comment