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Level 2 indicator

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    Level 2 indicator

    Hi Everyone!

    I would like to try and build an indicator to better interpret Level 2 data on Forex. How can I get values for it? For example if I want to calculate a sum of all orders on a Bid side? Sorry if my question is stupid but I couldn't find any info on that matter.

    Thanks for your help in advance!

    #2
    You can use GetCurrentBid() or GetCurrentAsk(). Please also take a look at NT6.5's new OnMarketDepth() method.

    Here is a reference sample that may be of some use too: http://www.ninjatrader-support.com/v...ead.php?t=3478
    Josh P.NinjaTrader Customer Service

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      #3
      Thanks! OnMarketDepth() method might help.

      Originally posted by Josh View Post
      You can use GetCurrentBid() or GetCurrentAsk(). Please also take a look at NT6.5's new OnMarketDepth() method.

      Here is a reference sample that may be of some use too: http://www.ninjatrader-support.com/v...ead.php?t=3478

      Comment

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