onMarketDepth limited to 10 rows of depth?

[DionysusToast]

Hi

I am connecting to a CQG feed which allegedly has 20 levels of depth in it.

I'm looking at the output of a Print statement:

Print("Depth " + e.MarketDepth.Ask.Count + " : " + e.MarketDepth.Bid.Count);

Which shows max 10 levels.

Is this a hard restriction in the MarketDepth object to only store 10 levels, regardless of the feed?

Thanks

Pete

[NinjaTrader_Bertrand]

Which market / instrument were you looking at Pete?

[DionysusToast]

ES with a CQG feed.

[DionysusToast]

Here it is....

CQG Dom on the left and mine on the right. I've put in debug messages and MarketDepth does appear to only have 10 levels.



Cheers

Pete

[NinjaTrader_Bertrand]

Thanks Pete, I'm checking to find out what would be natively offered via the API we work with - generally there's no NT 'cap' on the levels offered in OnMarketDepth() you work with.

[NinjaTrader_Bertrand]

Pete, I could clarify with CQG and there should be 10 Levels depth for the ES/Globex.