market quote update

[maxwells]

Hello

I would like to know where should I start looking if I want to able to plot the numbers of time the bid/ask volume at different price on the DOM updated during a bar? OnMarketdepth is a good start but i m quiet stuck. Also, since NT7 has a fix 100ms minimum updating chart speed, does it mean that if the DOM ask volume update 20 times in that 100 ms that NT will only see as 1 update or will it see 20 updates? Not talking about trades here, just quotes.

EDITED: oups, wrong Post reply, see in charts

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

OnBarUpdate and OnMarketData will run for each and every tick.

Finally, please see this sample with building your own level 2 book, this should help you get to the right direction.

http://www.ninjatrader.com/support/forum/showthread.php?t=3478