Level 2 data question

[appleseed]

OnMarketDepth() is used to get level 2 data. let me use an example to explain my question:
If at one moment, there is a following level 2 data for stock AA
stock AA
bid $9.99 volume 200 share
bid $9.97 volume 500 share

If there is a new bid added, like this
bid $9.99 volume 200 share
bid $9.98 volume 300 share <<< newly added bid
bid $9.97 volume 500 share

So MarketDepth() have an insert event, onMarketData() will be called. Do I get all these three bids level 2 data information, or I just get only the newly inserted bid infor?

[appleseed]

It seems to me I only can get the newly "inserted" bid infor when it is inserted. If there is an pre-existing bid order before I start NT script, I won't be able to get such level 2 data? If this is true, is there a way to get an pre-existing level 2 data?

[sledge]

It seems to me I only can get the newly "inserted" bid infor when it is inserted. If there is an pre-existing bid order before I start NT script, I won't be able to get such level 2 data? If this is true, is there a way to get an pre-existing level 2 data?

I would agree that is "true".

I would say in response to 2nd Q - impossible.

Shouldn't you be using OnMarketDepth for Level 2 information?

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

[NinjaTrader_Bertrand]

sledge and appleseed, you are correct in understanding here. This would be strictly realtime only info, you would not be able to get the previous 'state' from any historical feed / source.