Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Is OnMarketDepth() an unfiltered Level 2 real time stream + time

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Is OnMarketDepth() an unfiltered Level 2 real time stream + time

    Hello,

    Is the override invoked for each and every price/volume change in the ladder as in the underlying feed?
    Is the time field locally generated or is it the timestamp provided by the exchange?

    Thanks,
    Adi

    #2
    Hello Adi,

    Yes, OnMarketDepth() is triggered for every level 2 update.


    The time is converted from the timestamp provided by the provider to your local time using the PC clock (the same as historical data).
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    58 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 05-10-2026, 08:12 PM
    0 responses
    34 views
    0 likes
    Last Post CarlTrading  
    Started by Hwop38, 05-04-2026, 07:02 PM
    0 responses
    195 views
    0 likes
    Last Post Hwop38
    by Hwop38
     
    Started by CaptainJack, 04-24-2026, 11:07 PM
    0 responses
    361 views
    0 likes
    Last Post CaptainJack  
    Started by Mindset, 04-21-2026, 06:46 AM
    0 responses
    281 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Working...
    X