Calling BidSize function in NT8

[Rocket130713]

Hello, does NT8 still plug into the Continuum CCQ API? Also, does NT8 have a BidSize() function when using the DLL method? I want to be able to call the number of contracts on the Bid (i.e. BidSize) for a given futures market using NT8, is this possible? Regards, Rocket.

[NinjaTrader_ChelseaB]

Hello Rocket130713,

Yes, NinjaTrader still has a connection adapter to connect CQG/Continuum connections. The NinjaTrader Brokerage uses the NinjaTrader Continuum connection type.

https://ninjatrader.com/Help-Connection-Guides

Below is a link to a forum post with details about using the API through the dll interface.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart?p=793626#post793626

The MarketData call would use 1 as the 'type' parameter to specify bid. (2 is ask, 0 is last)

[Rocket130713]

Thanks Chelsea for your reply. Does using the 1 in MarketData call give me the Bid price or Bid size? The Bid size comes from the market depth data and is the total number of contracts on the inside Bid.

[NinjaTrader_ChelseaB]

Hello Rocket130713,

May I confirm you are reviewing the help guide API functions linked in that post?

From the help guide:
"double MarketData(string instrument, int type)
Gets the most recent price for the specified instrument and data type. 0 = last, 1 = bid, 2 = ask. You must first call the SubscribeMarketData() function prior to calling this function."

Unfortunately, the volume is not provided.