onMarketDepth never called

[yjcho03]

Hello,

I am having problem with onMarketDepth function not being called at all within my indicator.
Testing on US Equities (IQFEED) tick/minute charts.

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print("here");
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update){
sells += e.Volume;
Print("sell++");
}
else if (e.MarketDataType == MarketDataType.Bid && e.Operation == Operation.Update){
buys += e.Volume;
Print("buy++");
}
}


Is it only intended to use on replay?
Thanks for your help in advance!!

[NinjaTrader_ChelseaB]

Hello ,

Thanks for your post.

It may be that you are not enabled for level 2 data with your IQFeed connection.

The OnMarketDepth function will trigger when level 2 data is received.

Please open a Level II window and load the instrument that you are charting.
(right-click the window -> select Instruments -> select an equity)

If you do not see rows appearing in this window, this means that you need to contact IQFeed and subscribe to level 2 data.

Let me know if you are getting rows in this window.