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Reading Levell II information from NinjaSript

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    Reading Levell II information from NinjaSript

    Is there a function to read level II data so we can analyze Level II data and input the data in the form of a strategy?

    #2
    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:

    https://ninjatrader.com/support/help...arketdepth.htm

    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

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