Accessing MarketDepth Data

[maxwellspi]

I'm trying to develop an indicator that will pull the marketdepth volume for bid and asks then perform a simple calculation, but I cannot seem to find the right syntax to do it. When i try to compile it I get the following error

Using the generic type 'NinjaTrader.Data.MarketDepth<T>' requires 1 type arguments

This is the code I thought would work:

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
for (int i = 0; i < 5; i++)
{
bidvol = MarketDepth.Asks[i].Volume;
askvol = MarketDepth.Bids[i].Volume;
}

balance = bidvol/askvol;
}

Any help would be great. Thank you.

[NinjaTrader_Kate]

Hello maxwellspi,

Thank you for your post.

I'd suggest taking a look at the example from our help guide of building your own Level 2 book:

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

The incoming event being processed should be checked whether it is an ask or bid event. You can check whether it's an ask or bid event with:

if (e.MarketDataType == MarketDataType.Ask)
{
     //do something
}

if (e.MarketDataType == MarketDataType.Bid)
{
     //do something
}

That example linked above shows assigning the values to a list, but you could use a different method to hold the prices if you like.

Please let us know if we may be of further assistance to you.

[maxwellspi]

The example you provided helped! Thank you NinjaTrader_Kate