Reading Levell II information from NinjaSript

[w0lverine]

Is there a function to read level II data so we can analyze Level II data and input the data in the form of a strategy?

[NinjaTrader_Kate]

Hello w0lverine,

OnMarketDepth() can be used to receive Level 2 events in NinjaScript. Unlike OnMarketData() which is based on Level 1 events, this data will come in asynchronously to OnBarUpdate() events.

Publicly available documentation on OnMarketDepth() can be seen here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?onmarketdepth.htm

Here is an example that demonstrates creating a Level2 book:

https://ninjatrader.com/support/helpGuides/nt8/en-us/using_custom_events_to_output_.htm

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