Indicator: Creating your own Level II data book

[NinjaTrader_JoshP]

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:

NinjaTrader 8

• List<>
• MarketDataType
• Operation
• Position
• Price
• Volume
• Time

NinjaTrader 7

• List<>
• MarketDataEventArgs

Import instructions:

NinjaTrader 8

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu Tools > Import > NinjaScript
3. Select the downloaded file

NinjaTrader 7

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file and click Import.