Level 2

[ballboy11]

Is there a way to get level 2 data

[NinjaTrader_PatrickG]

Please clarify - are you asking how to use Level II data within NinjaScript? Or are you just asking how to receive Level II data within NinjaTrader in general (for example, for use in a SuperDOM or Level II window)?

If the former, please go into more specific detail about what you're trying to accomplish with Level II data and NinjaScript.

[ballboy11]

Level 2 in ninjascript. I have a theory I want to implement in my indicator

[NinjaTrader_Jim]

Hello ballboy11,

OnMarketDepth() can be used to receive Level 2 events in NinjaScript. Unlike OnMarketData() which is based on Level 1 events, this data will come in asynchronously to OnBarUpdate() events.

Publicly available documentation on OnMarketDepth() can be seen here - https://ninjatrader.com/support/help...arketdepth.htm

As well as an example that demonstrates creating a Level2 book - https://ninjatrader.com/support/foru...ead.php?t=5965

Please let us know if we can be of further assistance.