OnMarketDepth

[kenz987]

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print("OMD entered, tm, " + Time[0].ToString());
}
from SampleLevel2Book is not being callled (yes, realtime data)
what else do I need?
Thanks

[NinjaTrader_Jesse]

Hello kenz987,

Are you subscribed to level 2 data for that instrument and testing this within market hours?

[kenz987]

subscribed to level 2 data?? Is that something I do in code like OnOrderUpdate, or some extra cost I have to go thru admin to get?

[NinjaTrader_Jesse]

Hello kenz987,

To use level 2 data you need to subscribe to that through your brokerage account with your market data subscription. As a starting point I would suggest contacting your broker to go over your account subscriptions to make sure you have level 2 data enabled.

[kenz987]

OK Thank you Jesse!