How can I access the Level II data from within an indicator?

[wjadevries]

I'd like to use the level II data as shown in the window below from within my indicator.
Are there any methods to get this data?
I'm specifically interested in the total imbalance in bid/ask, so I'd like to sum up all the sizes and do some weighting based upon the difference between the current price and the bid and ask prices for the sizes in the Level II rows.
So I would need the columns 'Price' and 'Size' (both separated in bid and ask).

[NinjaTrader_Jim]

Hello wjadevries,

Thanks for your post.

Level 2 data would be read through OnMarketDepth in an indicator. You may use the Price and Volume MarketDepthEventArgs to recreate Price and Size.

OnMarketDepth - https://ninjatrader.com/support/help...arketdepth.htm

MarketDepthEventArgs - https://ninjatrader.com/support/help...heventargs.htm

An example that demonstrates using OnMarketDepth in an indicator can be found below. I recommend downloading and testing this example to get more acquainted with how OnMarketDepth can be used.

https://ninjatrader.com/support/helpGuides/nt8/creating_your_own_level_ii_dat.htm

We look forward to assisting.

[Gorkhaan]

Hey. Search the help for "OnMarketDepth"

https://ninjatrader.com/support/helpGuides/nt8/

[wjadevries]

Great, thanks!