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Sample code for detecting market and limit orders within the DOM or Orderbook?

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    Sample code for detecting market and limit orders within the DOM or Orderbook?

    Hi,

    I think the title says it all really.

    1) Is that possible to do in this platform
    2) If it can be done, does anyone from the NT team have an approach or article I can build on?

    Thanks!

    #2
    Hello DogEars,

    You can detect the orders that you submit inside NinjaTrader but this type of information would otherwise not be available in the market data that you receive. There is no information about what type of orders create the volume which the orderbook has, it is only differentiated by ask/bid and volume at that price.

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      #3
      That's what I assumed based on what I saw. Thank you for confirming.

      Comment

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