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Cumlative Bid/Ask
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You would have to accumulate the book yourself. http://www.ninjatrader-support2.com/...ead.php?t=5965Josh P.NinjaTrader Customer Service
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Originally posted by velocity View Posthas anyone done this and is willing to share the code?Attached Files
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Originally posted by velocity View PostAuspiv,
Thank you so much for adding the code. But I have a question for you.
See attachment.
-Thanks again.
if you want to limit it to the first few levels, you can change the logic. replace ask[bid]Rows.Count with how ever many levels you want (keeping in mind the index starts at zero, so if you just want the first 5 levels, replace askRows.Count with 5)
Code:for(idx = 0; idx < askRows.Count; idx++)
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