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OnMarketDepthQuestion

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    OnMarketDepthQuestion

    I just got the beta version of NT up and running with OpenTick as the real-time data provider. I am trying to use the OnMarketDepth() method in a strategy made for the E-mini S&P 500. When I loaded the strategy on to the chart, nothing happened. To test if the strategy was indeed updating for each change in the market depth for the instrument, I used the following code:

    protected override void OnMarketDepth(MarketDepthEventArgs e)
    {

    // Output text
    DrawText("testString", "Random text", 12, 1346, Color.Red);

    }

    The above code is made to draw a text string to the chart when a change in data occurs in the market depth for the instrument. The text was never drawn to the chart so I am thinking that something else is the matter. I also tried the sampleMarketDepth indicator made available by NT. When loaded, that also just brought up a blank indicator box on the chart.

    I did subscribe for Level II access for the CME E-mini's through OpenTick. The CME does give Level II data up to 5 levels deep for the E-mini S&P 500. I've tried what I could, and am hoping that I could get some help through here. For anyone with some insight on this matter, would you say that this matter is code related, data feed related, or some kind of bug?
    Last edited by naifwonder; 02-22-2008, 01:53 PM.

    #2
    Unfortunately NinjaTrader does not support OT Level II data at this time. We are working with them to get this done but there currently is not ETA on this.
    RayNinjaTrader Customer Service

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