OnMarketDepth(MarketDepthEventArgs

[ATI user]

this sample code compiles in strategy however does not output to Output window

compiles in indicator also and does not output

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
Print("The most recent ask change is " + e.Price + " " + e.Volume);
}

[NinjaTrader_RyanM1]

Hello ATI User,

There's a sample you can work from here that can help you with working in market depth:

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

Are you subscribed to market depth? When you pull up a Superdom you can see market depth levels. If your connection does not support it, you can use the simulated data feed.

[ATI user]

thanks Ryan

the code I posted is from the NT help file...so maybe it needs to be updated?

apparently I am not subscribed to market depth as Josh's code does not output either...nor can I get levels on the DOM

I am trying for the ES with Zenfire and Kinetick Live feeds....how do I get subscribed

[NinjaTrader_RyanM1]

Thanks for the reply. Yes, it sounds like you are not seeing market depth so the code won't output either.

All Zenfire accounts should be enabled for market depth but for Kinetick this is a separate enablement. To view market depth for the Zenfire connection, make sure you are connected to Zenfire first. You can contact sales 'at' kinetick 'dot 'com to add market depth to your Kinetick account.

[ATI user]

disconnected Kinetick...so only on Zenfire feed

for 6B I only get one level on DOM...which is only bid/ask size.,...see pic

[NinjaTrader_RyanM1]

Not sure why you are seeing that. Are you using the latest version of NT and viewing June contract? Please contact your broker to check your account is properly setup for market depth on 6B. If you'd like for us to confirm that we see the same thing, send your username and password to support 'at' ninjatrader 'dot' com Attn: RyanM and we will test here.

[ATI user]

thanks...Mirus cleared up issue

first at my end did not have Show Market Depth set true....howeve still did not work...had to Reset Instruments....now fine on Zenfire...even when Zen is secondary feed to Kinetick

DOM does not work at all on Kinetick...sent them an email

[ATI user]

back to original issue
SampleMarketDepth does not work on 20 tick chart or 10 range chart....any chart ...even though getting market depth on DOM now

[NinjaTrader_RyanM1]

OK - Glad to hear it was a simple setting. For the SampleMarketDepth indicator, it only displays output during a CrossOver condition. If you want to evaluate for ask changes, the code snippet in your first post is good.

[ATI user]

excellent....changed code from crossover to other condition and it print book fine...thanks

[pipsalottle]

hi, does the OnMarketDepth(MarketDepthEventArgs e) event trigger anytime there is a update to the DOM? or does it fire on CalculateOnBarClose setting?

meaning is it independent to the CalculateOnBarClose setting?

[NinjaTrader_Bertrand]

hi, does the OnMarketDepth(MarketDepthEventArgs e) event trigger anytime there is a update to the DOM? or does it fire on CalculateOnBarClose setting?

meaning is it independent to the CalculateOnBarClose setting?

Yes, correct - it will not be tied to OnBarUpdate / CalculateOnBarClose.