Thx.
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Aggregate Top 10 Levels of Book Depth
Collapse
X
-
Thanks NinjaTrader_ChelseaB,
Interesting construction in the example... I suppose I would have expected that the bid/offer at a given price would be referenceable by passing a single argument (the price) to a method rather than continuously rebuilding a 10x1 list object. Out of curiosity is this the manner in which the SuperDOM ingests/presents data as well?
As a follow-up to that, what is the manner/structure of the data as sent by the exchange itself (if you happen to know)?
The SuperDOM has a property "Show Cumulative Depth" -- this is essentially the number I'm looking to compute. Is there a more "direct" way to do this than invoking OnMarketDepth() as per the sample you referenced?
Comment
-
Hello TheFil,
Unfortunately, I would not be able to give insight about the NinjaTrader core code and I would not be able to give insight about the brokerage or data feed APIs.
How you structure your data storage is up to you.
Using a Dictionary to store levels by a key such as the price is something you could choose to do.Chelsea B.NinjaTrader Customer Service
Comment
-
Thanks NinjaTrader_ChelseaB,
Do you have any examples implementing a dictionary that I might reference?
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by poplagelu, Today, 05:00 AM
|
0 responses
3 views
0 likes
|
Last Post
by poplagelu
Today, 05:00 AM
|
||
Started by fx.practic, 10-15-2013, 12:53 AM
|
5 responses
5,407 views
0 likes
|
Last Post
by Bidder
Today, 12:22 AM
|
||
Started by Shai Samuel, 07-02-2022, 02:46 PM
|
4 responses
98 views
0 likes
|
Last Post
by Bidder
Today, 12:11 AM
|
||
Started by DJ888, Yesterday, 10:57 PM
|
0 responses
8 views
0 likes
|
Last Post
by DJ888
Yesterday, 10:57 PM
|
||
Started by MacDad, 02-25-2024, 11:48 PM
|
7 responses
160 views
0 likes
|
Last Post Yesterday, 10:23 PM |
Comment