A change to OnMarketDepth & e.Position?

[tinkerz]

Dear All,

OnMarketDepth(MarketDepthEventArgs e)

When e.Position was called it used to be 1-5 on ES, with 1 being the inside bid and inside ask.

As we can only get 5 levels the position was dependent on MarketDataType.Ask

But now I get numbers of 12 when i print to the output window.

Has there been a change?

[NinjaTrader_RyanM1]

Hello Tinkerz,

I don't believe there's been a change here. There's always been more available market depth programatically than is visible on the SuperDom, for example. You can compare with level II screen, which should display all available market depth.

[tinkerz]

Ok so there are 10 levels on level 2 in the ES contract


In the help menu in NT, "zero based position" is referring to the lowest price on the Bid?

So the position is 0 for the lowest price on the bid?


And the lowest price on the Ask is position 10?

Thanks

[NinjaTrader_RyanM1]

0 is the position closest to the last traded price and there should typically be 10 levels available.

Lowest bid (available) is position 9.
Lowest ask is position 0.

[tinkerz]

I don't understand this statement, can you please clarify
0 is the position closest to the last traded price and there should typically be 10 levels available.

But I do this
Lowest bid (available) is position 9.
Lowest ask is position 0.

[NinjaTrader_RyanM1]

Sure, maybe the screenshot will help.