Creating your own Level II data book (Accessing market depth)

<< Click to Display Table of Contents >>

Navigation:  NinjaScript > Educational Resources > Reference Samples > Indicator >

Creating your own Level II data book (Accessing market depth)

Previous page Return to chapter overview Next page

Level II data is important for the momentum trader. It allows them to determine which way the market makers are trading and can be useful in helping the trader decide which way the momentum is going.

 

Key concepts in this example

Storing Level II data in a custom object list

Printing Level II books for discretionary trading

 

Important related documentation

List<>

MarketDepthEventArgs

Operation

Position

Price

Volume

Time

 

Import instructions

1.Download the file contained in this Help Guide topic to your PC desktop

2.From the Control Center window, select the menu Tools > Import > NinjaScript

3.Select the downloaded file

 

SampleLevel2Book_NT8.zip