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 NullPointStrategies, Today, 05:17 AM
    0 responses
    52 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    130 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    70 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    44 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    48 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X