Level I/II question

[martyn73]

If a user is subscribed to Level I only does OnMarketDepth() still execute so I can get the bid/ask volume only? Or should I always use OnMarketData for bid / ask data?

[NinjaTrader_Jim]

Hello martyn73,

Thanks for your question.

OnMarketDepth will be used for Level 2 data so if a user does not have Level 2 data, I would suggest using OnMarketData.

Let us know if there is anything else we can do to help.

[martyn73]

Is there a way to detect if a user only has level I? I can check if my data from OnMarketDepth is empty. But was wondering if there is a another way to check this. Thanks.

[NinjaTrader_Jim]

Hello martyn73,

There isn't anything supported that I can suggest to check from the Connection class, and I would suggest checking the same as you have pointed out.

We look forward to assisting.