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How to get current values OnMarketDepth

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    How to get current values OnMarketDepth

    I see that help http://ninjatrader.com/support/helpG...heventargs.htm lists three operations: Remove, Add, and Update.

    What I'd like to do is be able to get the entire order book, all 20 levels, even when none of those operations take place. Something like
    Code:
    if (marketDepthUpdate.Operation == Operation.GetCurrentVolume) ...
    would be nice.

    There's no such operation, of course, but is anything like that possible?

    #2
    Hello tradesmart,

    Thank you for your post.

    This would not be possible without first adding those levels as they come in. Please refer to our Level II book example: http://ninjatrader.com/support/forum...ead.php?t=3478

    Comment


      #3
      I'm having a problem with the OnMarketDepth event not firing at all in NinjaTrader 8, I'm sure it worked before and even tested with the SampleLevel2Book indicator and no luck. Is there anything I'm missing perhaps?

      Comment


        #4
        Update: It seems my Kinetick feed doesn't provide this data, a demo CQG one makes it work...

        Originally posted by Serialcoder View Post
        I'm having a problem with the OnMarketDepth event not firing at all in NinjaTrader 8, I'm sure it worked before and even tested with the SampleLevel2Book indicator and no luck. Is there anything I'm missing perhaps?

        Comment


          #5
          Hello Serialcoder,

          Thank you for your update on this matter.

          If you would like to contact Kinetick for more information you can do so by reaching out to support[at]kinetick[dot]com.

          Please let me know if you have any questions.

          Comment

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