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Bid or Ask At price

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  • JerryWar
    replied
    Cal
    I did several searches before posting and could not find
    any of this.

    Thanks it looks like exactly what I am looking for.

    Jerry

    Leave a comment:


  • NinjaTrader_CalH
    replied
    Hello JerryWar,

    Thank you for your post.

    You would want to use OnMarketDepth() to get the Bid/Ask prices at the different levels.

    I have attached two links below, one on the method OnMarketDepth(), the other on reference sample for building a Level 2 book -
    http://www.ninjatrader.com/support/h...arketdepth.htm

    http://www.ninjatrader.com/support/f...ead.php?t=3478

    Let me know if I can be of further assistance.

    Leave a comment:


  • JerryWar
    started a topic Bid or Ask At price

    Bid or Ask At price

    At any time there are multiple orders sitting at different prices
    These are displayed on the Dom. How do we access the Bid/Ask order volume
    at each price level. ex. GetCurrentBid() or Ask seems to get the current Bid or Ask
    Not the Bid/Ask volume 5 Ticks away.

    Thanks
    J~

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