Quotes updates access.

[maxwells]

Hello

I would like to know if there is a way for ninjatrader,with script or out of the box tools, to interact/use or charts those quotes updates? To make sure we are on the same page, a quote update is not a trade/tick, it s only an update of the volume on the DOM. If you look at a DOM, you can see, let say for the mini S&P, ten level of price higher and lower. The volume on those level changes constantly, even in between trades. THAT is a quotes updates. And it s THOSE updates that I wanna put on a charts. I'm with IQFEED and JAY Froscheiser (IQFEED guru) told me that they do send ALL the quotes updates/volume changes on all level of price. There is on average 10 to 20 time more quotes updates than actual trades/ticks. So, to re-iterate my question,is a way for ninjatrader,with script or out of the box tools, to interact/use or charts those quotes updates?

Regards

Max

[NinjaTrader_Bertrand]

Max, for programmatic access of the DOM's Level 2 data please see the OnMarketDepth() method we have in our NinjaScript :

http://www.ninjatrader.com/support/helpGuides/nt7/onmarketdepth.htm

[maxwells]

Hello

I would like to know can I plot the numbers of time the bid/ask volume at different price on the DOM updated during a bar? In other word, I wanna plot the quotes refreshing speed.OnMarketdepth is a good start but i m quiet stuck. Also, since NT7 has a fix 100ms minimum updating chart speed, does it mean that if the DOM ask volume update 20 times in that 100 ms that NT will only see as 1 update or will it see 20 updates? Not talking about trades here, just quotes.

Regards

Max

[NinjaTrader_Bertrand]

Max, you're correct the chart's fastest visual update speed is 0.1 MS within the range what the human eye could perceive / detect. We have an example here that would show how to work with OnMarketDepth() printing to the output window :

http://www.ninjatrader.com/support/forum/showthread.php?t=3478