Max Book Levels

[DangerBoy]

Hi guys,

Is there somewhere in Ninja like in MasterInstrument or something that you are holding the max depth for the Level 2 of that instrument. Like in ES it's 10, in Bund it's 20 etc.

Thanks
DB

[NinjaTrader_Joydeep]

Hello DB,
Unfortunately the Instrument or MasterInstrument class does not holds any information regarding the market depth levels as theres no way to know it beforehand.

You can get the information from the OnMarketDepth method

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
	Print(e.MarketDepth.Bid.Count);
}

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?onmarketdepth.htm

[DangerBoy]

Just what I was after. Thank you.