size of orders being filled?

[darkspeed]

is there a way to get the size of bid/ask orders as they are filled ( not my orders )

what is the method for calling that data?

something like

1
1
5
100
1
1

Thanks.

[koganam]

is there a way to get the size of bid/ask orders as they are filled ( not my orders )

what is the method for calling that data?

something like

1
1
5
100
1
1

Thanks.

You would have to code that manually using the values for quantity and price in the OnMarketData() event handler.

[darkspeed]

thanks i will take a look at OnMarketData()

[NinjaTrader_ChelseaB]

Hello darkspeed,

Thanks for your note.

Yes, you can find the volume of bid and ask prices. You will need to do this in the OnMarketData event and use the "e" event argument to check that the data is either ask or bid, then use the volume of that.

For example:

if (e.MarketDataType == MarketDataType.Ask)
Print("Ask volume: " + e.Volume);

Below is a link to the Eds indicator that uses this method, for you to use as a reference.
http://www.ninjatrader.com/support/f...tid=-1&lpage=1


Please let me know if this does not resolve your inquiry.