Create a strategy for the DOM

[Alain59152]

Hello,

I would like to create a strategy which could access to the bid and ask volumes in the DOM.
Is it possible and can I have un example ?

Thank you very much !

[NinjaTrader_BrandonH]

Hello Alain59152,

Thanks for your post.

You could use the OnMarketDepth() method to access the bid and ask volumes in a NinjaScript strategy.

See the help guide documentation below for more information and sample code.

OnMarketDepth: https://ninjatrader.com/support/help...arketdepth.htm
MarketDepthEventArgs: https://ninjatrader.com/support/help...heventargs.htm

Let us know if we may assist further.