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Limit order book operations
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Limit order book operations
Hi, i was working on limit order book and was confused about something, I am referring to the default code that Ninja provides for accessing the Limit order book in ninjascript. I had a doubt that when remove operation is there and i try to print price and volume it comes 0 for both, i want to capture what was the price and volume for that position that was removedTags: None
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Hello patz1398,
The orderbook information that is provided through the api works in a specific way, there is not a way to see what was removed only that the position in the orderbook was removed. If you wanted to know what the previous price and volume was you would have to access that index of the orderbook and get the values that were previously set by a past event.JesseNinjaTrader Customer Service
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