OnMarketDepth – max level size?

[suprsnipes]

Ok, the print output is showing the correct information most of the time, what I would like to do is not include the inside ask so only positions 1 through to 4 if you could help me out with the syntax that would be great.

maxValue=0;
maxAskSizeLevel=0;
for(int i=0; i<5; i++)
{
if (e.MarketDepth.Ask[i].Volume > maxValue)
{
maxValue = e.MarketDepth.Ask[i].Volume;
maxAskSizeLevel = i;

[NinjaTrader_Bertrand]

...then you would need to do your loop from 1 to <5, so starting at the first level instead of level 0.

[suprsnipes]

I would be grateful if I could get some assistance as to why the Print() function for the code below is sending out "extra" prints 1 correct at the time and 2 not correct. Here I will give example. The code is in addition to the market depth sample.

            maxValue=0;
            maxAskSizeLevel=-1;
            for(int i=1; i<5; i++)
            {
            if (e.MarketDepth.Ask[i].Volume > maxValue)
            {    
            maxValue = e.MarketDepth.Ask[i].Volume;
            maxAskSizeLevel = i;
            Print("MAX Ask |" + maxValue + " | " + maxAskSizeLevel);
            }
            }

MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output

Regards,
suprsnipes

[sledge]

It is coded exactly as you have put.

Each one is increasing

Try moving your print OUTSIDE of the IF statement

I would be grateful if I could get some assistance as to why the Print() function for the code below is sending out "extra" prints 1 correct at the time and 2 not correct. Here I will give example. The code is in addition to the market depth sample.

            maxValue=0;
            maxAskSizeLevel=-1;
            for(int i=1; i<5; i++)
            {
            if (e.MarketDepth.Ask[i].Volume > maxValue)
            {    
            maxValue = e.MarketDepth.Ask[i].Volume;
            maxAskSizeLevel = i;
            Print("MAX Ask |" + maxValue + " | " + maxAskSizeLevel);
            }
            }

MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output
MAX Ask |41 | 1 Time 10:42:44 - ?
MAX Ask |50 | 2 Time 10:42:44 - ?
MAX Ask |89 | 3 Time 10:42:44 - Correct Output

Regards,
suprsnipes