Real-time access to the 5 levels of book (price and volume)

[onurbbruno]

Wish to implement a strategy that takes account of prices and volumes of the five bid and ask levels. I wanted to know if you can access this data in real time and implement the strategy. I hope there is a simple and direct. Thank you.

[NinjaTrader_RyanM1]

Hello onurbbruno,

Thank you for your post.

Please see these two reference samples on creating your own level II databook and using cusom events to output the current level II databook.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3478

http://www.ninjatrader-support2.com/vb/showthread.php?t=5965

Those two guides will help you to access marketdepth data in real-time.