Access 10 levels of Depth in OnBarUpdate

[habibalex]

Is there a way to access the current depth in OnBarUpdate? I only need to record the depth on each bar's close.

[NinjaTrader_ZacharyG]

Hello habibalex,

Thank you for writing in.

Market depth information is only accessible through the OnMarketDepth() method.

If you wish to do something in OnMarketDepth() once the close of a bar occurs, what you can do is utilize a boolean. Assuming CalculateOnBarClose = true, at the close of a bar set the boolean to true. Check if the boolean is true in OnMarketDepth(). If it's true, do something, and revert the boolean back to false.

As an example:

private bool barClose = false;

protected override void OnBarUpdate()
{
     barClose = true;
}

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
     if (barClose)
     {
          // do stuff
          barClose = false;
     }
}

For more information about the OnMarketDepth() method, please take a look at this help guide link: https://ninjatrader.com/support/help...arketdepth.htm

Please, let us know if we may be of further assistance.