onmarketdepth

[soulfx]

Hello, can i write indicator to capture the depth of an instrument defined in an indicator via AddDataSeries()in the configure section. Ie not the Primary instrument on the chart.
Eg i have a YM chart but i want to see the depth data for the ES in the indicator. If so how do i point onmarketdepth to the adddataseries instrument or do i need to filter within onmarketdepth based on the BarsInProgress - or something like that
thanks

[NinjaTrader_ChrisL]

Hello soulfx, thanks for your post.

OnMarketDepth will run for every added instrument. You may filter by the BarsInProgress index, or by the MarketDepthEventArgs.Instrument from within OnMarketDepth.

Best regards,
-ChrisL

[soulfx]

Thanks Chris, its kind of like i suspected ; thanks for confirming use of BarsInProgress