DOM Volume

[goodknight777]

I am trying to create an indicator that needs to pull real time data from the DOM.
I would like to find the total (sum) volume for 5 levels of Ask volume.
I would like to find the total (sum) volume for 5 levels of Bid volume.
Does anyone have any existing code that I might be able to use and modify to achieve my goal?
Am I correct in thinking that I need to use OnMarketData ?

[NinjaTrader_Jesse]

Hello goodknight777,

You would need to use OnMarketDepth for building the ladder. You can access the level 2 data similar to the dom, there is a sample in the help guide that shows how to build an ask and bid orderbook.

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

I look forward to being of further assistance.