List<PriceRows> pRows = new List<PriceRows>();

[funk101]

protected override void OnMarketData(MarketDataEventArgs e)
{
pRows.Add(new PriceRows(e.MarketDataType.ToString(), e.Price, e.Volume, 0));
}

I don't want to keep adding I want to check to see if the "Price" exists, and remove that row, and replace it:

ie:

if (pRows.Contains(e.Price))
pRows.RemoveAt(indexNum);

This throws an error:

The best overloaded method match for 'System.Collections.Generic.List<NinjaTrader.Indic ator.AManager2.PriceRows>.Contains(NinjaTrader.Ind icator.AManager2.PriceRows)' has some invalid arguments

[NinjaTrader_Dierk]

Unfortunately we can't provide support down to the level of plain C# coding issues. However here is a hint: your list appears to holds objects of type PriceRow, but you try to access it with a "double" argument "e.Price".

[funk101]

Yeah, well I've abandoned that approach and am using SortedList<>; Far easier to get around in; far more flexible.