How to get raw market data from the app

[sugafree84]

I have subscribed to CME_DOM Depth of Market (Level 2) market data and setup te desktop app to use that data feed, but I need to extract all the data. I assume the desktop app is subscribed to an event and when new data is available, the app will receive the update and display whatever it need to display within the GUI. I need to extract all the market data to be able to send it to my own app, so it can do data crunching.

What is the best way to do that?

[QuantKey_Bruce]

You're going to want to read this documentation: https://ninjatrader.com/support/help...arketdepth.htm