I see you have started to add some examples for NT7 in the Reference Samples section. Any chance of getting the SampleMarketDepth sample updated for NT7? It doesn't import now.
Thanks!
EDIT: I've imported the NT7 version of SampleCustomEvents and see the Layer II book code. I'm working on something that uses market depth from two instruments in a single strategy. Would the best way to do that be to make sure the variable names shared between the two Layer II Books are unique (say, public double PriceA for one and public double PriceB for the other), and then have two instances of the array in OnMarketDepth, one with BarsInProgress == 0 and the other with BarsInProgress==1?
Pardon the pun but I'm out of my depth
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