What is the best approach to get DOM bid after trade

[ren37]

Hi support team!

What is the best approach to get DOM bid (for example) volume after I got MarketData.Last message (i.e. some trade happened) by bid price.
Should I get it from Level 2? In that case what handler will trigger first - OnBarUpdate() on 1 tick period OR OnMarketDepth()?

thx.

[NinjaTrader_PatrickH]

Hello ren37,

Thank you for your note.

You could use the following under OnMarketData():

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

For more information please visit the following link: http://ninjatrader.com/support/helpG...marketdata.htm