Market depth SIze

[GKonheiser]

Hi,

How do I know the size of the market depth when querying Market Depth Position. ie how deep I can see size on offer and what happens if I query a Market depth position that doesn't exist, will it return null?

And how can I read the volume on offer at a specific price?

[NinjaTrader_PatrickH]

Hello GKonheiser,

Thank you for your post.

When pulling the Position, you would also pull the Volume as their is no Size value to pull. A value that does not exist would be 0 (zero) or null.

I would recommend reviewing the information in the help guide at the following link: http://www.ninjatrader.com/support/h...heventargs.htm

And the information in our reference sample on creating a level II book: http://www.ninjatrader.com/support/f...ead.php?t=5965

[koganam]

Hi,

How do I know the size of the market depth when querying Market Depth Position. ie how deep I can see size on offer and what happens if I query a Market depth position that doesn't exist, will it return null?

And how can I read the volume on offer at a specific price?

It is a collection. Test for the size of the collection, and do not use an index that is larger than that size.

[GKonheiser]

Thanks for that, for clarity could you tell me exactly what the definitions are of Operation.Insert
Operation.Remove, Operation.Update?

IE am I correct in thinking that Update will be any change in a quantity, up or down, at a specific price.

and Remove is the deletion of all bids or offers at a specific price ?

If this is the case then surly the majority of the calls will be Updates?

thanks

[NinjaTrader_PatrickH]

Hello GKonheiser,

Thank you for your response.

That is the correct analysis of these operations.