Market Depth Issues

[zQuant]

Hello all,

I am currently trying to access the Level 2 Data by each ladder position.

I.E --> I would like to print the Price and the Volume of Bid Ladder Position 0. I am looking to do this with futures contracts in particular (in case that changes anything).

I have seen other posts on the forum saying to add

//Define instrument to be "ES ##-##" for example
MarketDepth marketDepth = new MarketDepth<MarketDepthRow>(instrument);
marketDepth.Update += OnMarketDepth;

ISSUE: OnMarketDepth takes an argument which is an eventHandler. Therefore, I get a compilation error saying there is no overloaded method for 0 arguments.

I HAVE ALSO TRIED

else if(State == State.Configured){
     //Define instrument to be "ES ##-##" for example
     MarketDepth marketDepth = new MarketDepth<MarketDepthRow>(instrument);
}

OnBarUpdate(){
     Print(marketDepth.Asks[0].Volume);
}

Where I get "Accessing an index that is not defined I.E accessing bar 5 when only 4 bars are available."

If somebody can help me that would be greatly appreciated. It seems as if the documentation is a little outdated by the first suggestion.

Thank you.

Z

[NinjaTrader_PatrickH]

Hello Z,

Thank you for your post.

MarketDepth needs to be assigned from OnMarketDepth(): http://ninjatrader.com/support/helpG...arketdepth.htm

You cannot call MarketDepth to assign values from other methods. Essentially, your MarketDepth variable needs to get it's value in the OnMarketDepth() function.

Please refer to our reference samples below for more details:

• http://ninjatrader.com/support/forum...ead.php?t=3478
• http://ninjatrader.com/support/forum...ead.php?t=5965

Please let me know if you have any questions.