MarketDepth LEVEL 2

[7robert]

I am using MarketDepth from a strategy guiding me from this example https://ninjatrader.com/support/help...arketdepth.htm that they have in the documentation,
to obtain the values of lv 2 from a strategy, it just happens to me brings information when in NinjaTrader I have the LV 2 window open when I close this window from the code it does not bring me any information I would like to know if it is normal behavior or if I should place something additional to the MyAddOnTab class so that it generates information even having the LVL 2 window closed.

[NinjaTrader_Kate]

Hello 7robert,

Thank you for your post.

The code in that example doesn't require a L2 window to return data, but it does require a data subscription to the instrument. I've created a simple indicator example that uses this code to retrieve market depth that I've attached.

You'd have to have an incoming data stream coming into the Add-on - I would take a look at AddOn Framework NinjaScript Basic for an example of subscribing to data from an addon.

https://ninjatrader.com/support/helpGuides/nt8/barsrequest.htm

Please let us know if we may be of further assistance to you.