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How to get ask, bid using OnMarketDepth method

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    How to get ask, bid using OnMarketDepth method

    Hello

    How to get ask, bid using OnMarketDepth method

    protected override void OnMarketDepth(MarketDepthEventArgs e)
    {

    if (e.MarketDataType == MarketDataType.Ask&& e.Operation == Operation.Update)

    askPrice = e.Price;

    else if (e.MarketDataType == MarketDataType.Bid && e.Operation == Operation.Update)
    bidPrice = e.Price;


    Does it right code?
    Last edited by Alexpl; 11-07-2012, 12:58 PM.

    #2
    Hello Alexpl,

    You may want to change conditions for the askPrice set.For example:

    Originally posted by Alexpl View Post
    if (e.MarketDataType == MarketDataType.Last && e.Operation == Operation.Update)

    askPrice = e.Price;
    to
    Code:
    if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update) 
    		
    		askPrice = e.Price;
    See the following link for more information about the OnMarketDepth() method.
    http://www.ninjatrader.com/support/h...arketdepth.htm

    Let us know if we can be of further assistance.
    JCNinjaTrader Customer Service

    Comment


      #3
      Thanks . I have found mistake.

      Comment

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