Strategy Log: get_order_book error

[atcler]

Hi there,

I am about to code and test a strategy for NT8. I would say I am about to be finished with it, but I want to get the function "get_order_book" running. Every time I activate the strategy it says: "get_order_book error: 13"
Does anybody know what is missing? Maybe it´s Level 2 data, but I am not sure. I have a standard Rithmic connection set up, which is working so far, but with the strategy enabled, the log prints the above error.

Thanks in advance!
Alex

[NinjaTrader_Jesse]

Hello atcler,

There is not a method in NinjaScript called get_order_book, is that a custom method you made?

If you are working with the level 2 override named OnMarketDepth that requires having a subscription to level 2 data.

[atcler]

Thanks Jesse,

yes the method get_order_book is a custom method. I received that part of the code from the guys who made my indicator and I was not aware that it is not part of NinjaScript. So it seems to be the missing LVL2 data. I will test with market depth tomorrow, thanks again for the quick reply

Alex

[NinjaTrader_Jesse]

Hello atcler,

A quick way to test your level 2 is to use the New -> Level 2 window. If you find that you don't have a subscription and are using NinjaTrader brokerage you can manage your data subscriptions from the client portal. You can otherwise email support[at]ninjatrader.com for information on how to get level 2 data. Alternatively you can email the broker you are using.

You may also need to add some error handing into your custom method in case you do have level 2 data and still get that message.

[atcler]

No I am sure that I do NOT have LVL 2 data at the moment, only LVL 1. I just want to know if this missing LVL 2 data is the problem which makes the error to come up. If this is the reason I will subscribe to LVL 2

[NinjaTrader_Jesse]

Hello atcler,

It would appear that is the reason, I couldn't really say because I don't know what code is being used or where that method is being called in your script.

The error you provided has no detail besides the method name and a number which isn't helpful to know what happened.

If you want to use that method for part of your trading and that method is using level 2 data then yes you absolutely need to have level 2 data. If that is not specifically needed you can either disable that portion of the code or add error checking to prevent the error when level 2 data is not present.

You will likely need to find in the file where the method get_order_book is being called from to get a better idea of why that error is happening. In NinjaScript whenever you use level 2 data you will be using the OnMarketDepth override but that won't be called if you don't have level 2 data. If your custom method is being called from OnBarUpdate or somewhere else that is likely the problem, that method would likely need to go in the OnMarketDepth override.

There is a sample of using level 2 data in the following link which shows how OnMarketDepth is used to build an orderbook which may help at determining where in your script the problem is coming from. https://ninjatrader.com/support/help...vel_ii_dat.htm