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

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

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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<>
MarketDataType
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