OnMarketDepth vs MarketDepth

[jbesada]

Hello,

I use the SampleMarketDepth.cs template to build and print the OrderBook.
I was wondering differences between this approach vs use the MarketDepthRows collection on MarketDepth member of MarketDepthEventArgs.
I have checked both approaches printing them at the same time, mostly they are similar but there are differences also. What is best method? Has sense use SampleMarketDepth.cs approach if MartketDepth has valid data?

Thank you

[NinjaTrader_Bertrand]

jbesada, sorry I'm not sure what you're comparing here exacly, there's only one OnMarketDepth() method to access Level 2 data - http://www.ninjatrader.com/support/h...arketdepth.htm

This would be the one that's used in our reference sample as well.

[jbesada]

Yes, I Know it. My question is differences between building the OrderBook using the SampleMarketDepth.cs template vs using directly the MarketDepth member of MarketDepthEventArgs than comes in the same event.
So, has sense built ‘manually’ the OrderBook vs use the rows collection contained in the same event?
In the template:

// Prints the L2 Ask Book we created. Cycles through the whole List and prints the contained objects.
for (int idx = 0; idx < askRows.Count; idx++)
Print("Ask Price=" + askRows[idx].Price + " Volume=" + askRows[idx].Volume + " Position=" + idx);

// Prints the L2 Bid Book we created. Cycles through the whole List and prints the contained objects.
for (int idx = 0; idx < bidRows.Count; idx++)
Print("Bid Price=" + bidRows[idx].Price + " Volume=" + bidRows[idx].Volume + " Position=" + idx);

VS printing directly MarketDepthRow[].
Hope it is clearer now.
Thank you

[NinjaTrader_Bertrand]

jbesada, we would suggest sticking to the template provided with the reference sample, this has been tested and would be the recommended way to approach this.

[jbesada]

OK thank you. So, the MarketDepth class is not reliable? Why is visible then?
What is the meaning of this member?
Please find the attachement showing where this member comes (just to be secure we are talking about the same thing).

Thank you

[NinjaTrader_Bertrand]

Generally in NinjaScript, there could be more 'visible' than what we would support / document officially. Our recommendation would still stand to work with the outlined methods / snippets from the sample reference.