Accessing Market Depth from C#

[Blue Waters]

Hi,

Is there a way to access the market depth for futures using Ninja Script? Also can we push in market depth data into NinjaTrader using the external market data API?

Thanks.

[NinjaTrader_Austin]

Blue Waters, please see this reference sample for getting market depth. For your second questions, it is only possible to set the best bid/ask with the API, not complete market depth.

[Blue Waters]

Thank you Austin.

By the way, are there any plans to let the API set the complete market depth?

Thanks.

[NinjaTrader_Austin]

You are welcome. I do not believe there are plans to update the API anytime soon.