public MyAddOnTab() { // Subscribe to market data. Snapshot data is provided right on subscription // Note: "instrument" is a placeholder in this example, you will need to replace // with a valid Instrument object through various methods or properties available depending // on the NinjaScript type you are working with (e.g., Bars.Instrument or Instrument.GetInstrument() marketDepth = new MarketDepth<MarketDepthRow>(instrument); marketDepth.Update += OnMarketDepth; } // This method is fired on market depth events and after the snapshot data is updated. private void OnMarketDepth(object sender, MarketDepthEventArgs e) { // Print the Ask's price ladder for (int i = 0; i < marketDepth.Asks.Count; i++) { NinjaTrader.Code.Output.Process(string.Format("Position: {0} Price: {1} Volume: {2}", i, marketDepth.Asks[i].Price, marketDepth.Asks[i].Volume), PrintTo.OutputTab1); } }
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Exposed marketDepth Data Ask/Bid Arrays
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Exposed marketDepth Data Ask/Bid Arrays
I am wondering how to access the marketdata arrays much like in this AddOn example within and Indicator/Strategy that uses the OnMarketDepth() function:
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Hello NJA_MC,
Thank you for writing in. I will confirm whether this is or should be possible inside an indicator/strategy and if so what method would be preferred for accomplishing this. Please note: Our normal operating hours are between 8:30AM EST and 6:00PM EST Monday through Friday.
Thank you for your patience in the meantime.Michael M.NinjaTrader Quality Assurance
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Hello NJA_MC,
You will be able to utilize that code in an indicator/strategy just as you do in an AddOn.
You'll want to place
Code:marketDepth = new MarketDepth<MarketDepthRow>(instrument); marketDepth.Update += OnMarketDepth;
Be aware, however, that this will not work with Market Replay; it will only work with live data.
Please, let us know if we may be of further assistance.Zachary G.NinjaTrader Customer Service
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