Noob Question - Trades "At Bid", "At Ask"

[DionysusToast]

Hi

I'm just learning C# and developing my first indicators.

I'm on V7 but working off the V6.5 manuals.

What I would like to do is for every trade, evaluate with some degree of accuracy if the trade went off "At Ask", "At Bid" or other. Along with this information, I'd also like to use the volume for that specific trade.

In terms of charts I'll apply this to - if the chart timeframe is important (I presume it isn't), I am fairly flexible in what I apply it to.

On the surface it appears that OnMarketData might be able to do this - but I am not 100% sure after reading the manual.

Can someone advise ?

Many thanks

Pete

[NinjaTrader_Bertrand]

Pete, yes you would work in OnMarketData() for this task as it would give you access to all Level 1 events, OnMarketDepth() would be needed for Level 2 access.

RJay shared some helpful that would accomplish what you seek -

http://www.ninjatrader.com/support/forum/showpost.php?p=201093&postcount=3