Cumulative Depth from Super DOM

[YevhenShynkarenko]

Hello all!
Can I get the Cumulative Depth values of buy and sell from SuperDOM and put them into my strategy? If yes, how? Thanks!

[NinjaTrader_ZacharyG]

Hello YevhenShynkarenko,

Thank you for your inquiry.

Unfortunately, there is no basic way of obtaining the cumulative depth values of buy and sell. You would have to obtain these values manually and add them together to get your cumulative depth.

The Reference Samples section of the forum provides helpful information to allow you to get this market depth data. I would recommend looking at this topic in particular: http://www.ninjatrader.com/support/f...ead.php?t=5965

Using the output, you will be able to look through the code and determine how to obtain that market depth data.

With that in mind, take a look at line 183-184 of the code I provided in the link above:

for (int idx = 0; idx < askRows.Count; idx++)
     Print("Ask Price=" + askRows[idx].Price + " Volume=" + askRows[idx].Volume + " Position=" + idx);

I'd create a long variable (because Volume is a long), and increment it by the Volume of the specific row index on every loop, like below:

for (int idx = 0; idx < askRows.Count; idx++)
{
     Print("Ask Price=" + askRows[idx].Price + " Volume=" + askRows[idx].Volume + " Position=" + idx);
     cumulativeDepthAsk += askRows[idx].Volume;
}

cumulativeDepthAsk = 0;

You'll want to be sure to reset your variable to 0 after the loop is finished or it would continue to add on whatever amount was already in there.