Complete Market Depth

[maltese]

Hi,

I'm employing the sample Market Depth indicator that I found on this forum (i.e., SampleLevel2Book) and I noted that the indicator is only recognizing 10 levels of market depth for the E-mini S&P market (ES). However, other applications that I use (ex., Jigsaw) recognize the entire and complete market depth. I would be greatly appreciative if someone could point me in the right direction on obtaining the complete market depth. Attached is the sample indicator.

Regards

[NinjaTrader_ZacharyG]

Hello maltese,

Thank you for writing in.

10 levels of ask and 10 levels of bid are provided.

To show this, here is an example:

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
     if (e.MarketDataType == MarketDataType.Bid)
          Print("Bid depth position: " + e.Position);
     else if (e.MarketDataType == MarketDataType.Ask)
          Print("Ask depth position: " + e.Position);
}

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

With the example code above, you'll see both bid and ask print values 0 - 9, denoting ladder positions of 1 - 10.

[maltese]

Hello maltese,

Thank you for writing in.

10 levels of ask and 10 levels of bid are provided.

To show this, here is an example:

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
     if (e.MarketDataType == MarketDataType.Bid)
          Print("Bid depth position: " + e.Position);
     else if (e.MarketDataType == MarketDataType.Ask)
          Print("Ask depth position: " + e.Position);
}

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

With the example code above, you'll see both bid and ask print values 0 - 9, denoting ladder positions of 1 - 10.

Hi, thanks for your answer Zachary but I'm seeing approx. 20+ levels on the ask and 40+ levels below the market on the bid when I look at my Jigsaw dome which is feeding off the same NT Continuum data source. Would you know of a way that I could access these additional levels?

[NinjaTrader_ZacharyG]

Hello maltese,

I am unsure of how the Jigsaw Dome works, however, only 10 levels of ask and 10 levels of bid are provided for NinjaTrader. Jigsaw may be storing historical bid and ask levels.

[Psy_4X]

Hi, thanks for your answer Zachary but I'm seeing approx. 20+ levels on the ask and 40+ levels below the market on the bid when I look at my Jigsaw dome which is feeding off the same NT Continuum data source. Would you know of a way that I could access these additional levels?

Maltese:

I am a Jigsaw user myself, and it is like Zachary suggested: that is, Jigsaw stores past market depth. Just open the Depth & Sales Setting > Parameters and untick "Show Depth History" to only see the live 10 levels. Depth beyond that doesn't update.

[maltese]

Maltese:

I am a Jigsaw user myself, and it is like Zachary suggested: that is, Jigsaw stores past market depth. Just open the Depth & Sales Setting > Parameters and untick "Show Depth History" to only see the live 10 levels. Depth beyond that doesn't update.

I also discovered this as well. Thank you and zachary too.