Track the bid/ask volume on a particular price

[er111222]

I like to track the change in bid volume (as showing in the DOM) for the longWorkingLimitOrder when market price has moved away from the longOrder.LimitPrice. First question is how to call the bid volume given the longOrder.LimitPrice and keep track of the change when market price move away?

[NinjaTrader_Joydeep]

Hello er111222,
You can use the GetCurrentBid and GetCurrentBidVolume to retrieve the bid price and bid volume.

Please refer to our help guide to know more about it

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentbid.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentbidvolume.htm

[er111222]

As shown in the image, market is trading at 1410.75, and I need to track the bidVolume on price 1410 with the circled bidVolume of 566, so given 1410, how do I call the bidVolume?

[NinjaTrader_Joydeep]

Hello er111222,
Thanks for the clarificataion.

You can use the OnMarketDepth to access the level II data.

Please refer to our help guide to know more about it

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

You can also refer to this sample codes which further demonstrates it

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

http://ninjatrader.com/support/forum/showthread.php?t=5965