Reading contract numbers by price levels

[Rheiverson]

Hello friends,
How to make an indicator using ninja script that when there are X contracts missing for a price level then executes a market buy order.

[NinjaTrader_Emily]

Hello Rheiverson,

Thank you for your post.

What are you referring to as "X contracts missing?" How do you plan to calculate/determine the contract amount and what contracts are considered to be missing? Also, do you plan to do this from an indicator or from a strategy script? You refer to indicator and posted this in the indicator development thread, though executing a market buy order would typically be done in a strategy unless you plan to utilize the Account class and submit orders from an indicator script. Please clarify and provide an example of what you are looking for so I may better understand and assist you.

I look forward to your clarification.

[Rheiverson]

In example for image price is 4774,00 To move up to the next level you will have to consume the remaining 78 contracts. I want you to make a market purchase when there are less than 5 contracts left at this level.

[NinjaTrader_Emily]

In example for image price is 4774,00 To move up to the next level you will have to consume the remaining 78 contracts. I want you to make a market purchase when there are less than 5 contracts left at this level.

Hello,

Thank you for your reply.

The values you are referring to in the SuperDOM, such as the 78 contracts, require Level II data. We have a reference sample of how to create your own level II data book by accessing market depth in an indicator here:

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

You could expand on this idea to create conditions that place a market order when a certain amount of market depth is detected.

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