Level 2 scripts

diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#1

Level 2 scripts

07-13-2011, 12:58 AM

Good Morning

Does Operation.Insert means new incoming orders on the ladder or the ladder moves and well "new" orders show up?

Regards

JF
Tags: None
NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

07-13-2011, 03:34 AM

JF, the ladder currently offers 5 best bid / ask levels - Operation.Insert means new levels become 'visible' here.

BertrandNinjaTrader Customer Service
Comment
diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#3

07-13-2011, 03:46 AM

Bertrand,

Thanks
Comment
diff24rac

Junior Member

Join Date: Mar 2011

Posts: 71
#4

07-13-2011, 06:59 AM

What about Operation.Remove? I ran it yesterday on /ES and it stayed flat zero all day.
Comment
NinjaTrader_Austin

NinjaTrader Customer Service

Join Date: Jun 2009

Posts: 3149
#5

07-13-2011, 08:21 AM

diff24rac, please take a look at this reference sample that takes the L2 feed and builds an order book to get a feel for what these actions are used for - http://www.ninjatrader-support.com/v...ead.php?t=3478.

AustinNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
market data bid ask last by llanqui Started by llanqui, Today, 03:53 AM	0 responses 4 views 0 likes	Last Post by llanqui Today, 03:53 AM
Strategy to export account Unrealised PnL to excel by burtoninlondon Started by burtoninlondon, Today, 12:38 AM	0 responses 10 views 0 likes	Last Post by burtoninlondon Today, 12:38 AM
Playback does not display historical data by AaronKoRn Started by AaronKoRn, Yesterday, 09:49 PM	0 responses 14 views 0 likes	Last Post by AaronKoRn Yesterday, 09:49 PM
ChartControl.FirstTimePainted/LastTimePainted performance issues while debugging by carnitron Started by carnitron, Yesterday, 08:42 PM	0 responses 11 views 0 likes	Last Post by carnitron Yesterday, 08:42 PM
Unable to compile ninjascript strategy from Tools>Export>Add on Strategy by strategist007 Started by strategist007, Yesterday, 07:51 PM	0 responses 14 views 0 likes	Last Post by strategist007 Yesterday, 07:51 PM

Announcement