How to get current number of buy limit orders?

[samish18]

What function may I use when building a strategy to get the total number of buy limit orders currently - i.e. if there are 5 at 200, 11 at 199, 16 at 198, it should return 32.

[NinjaTrader_Gaby]

Hello samish18,

Thank you for your post.

Position.Quantity will return the strategy's current position size.

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

You could also use AddOn to loop through the Orders collection and sum the total Quantity for any orders that are OrderType.Limit.

https://ninjatrader.com/support/helpguides/nt8/orders_account.htm

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

Please let us know if you have any further questions.

[samish18]

I'm sorry for the lack of clarification. I meant the total number of buy orders in the market (submitted by others)

[NinjaTrader_Gaby]

Hello samish18,

Resting limit orders would be held in Level 2 market data, which can be accessed via OnMarketDepth().

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

To track Buys and Sells using OnMarketDepth(), you would first create a double variable for buys and sells. You could track buys by creating a condition that checks if e.Price >= e.Ask and increments your buys variable.

An example of this using OnMarketData() is seen in the BuySellVolume indicator that comes default with NinjaTrader. To view the code for the BuySellVolume indicator, open a New > NinjaScript Editor window, open the Indicators folder, and select the BuySellVolume indicator.

See the help guide documentation for more information.
OnMarketData() - https://ninjatrader.com/support/help...marketdata.htm
MarketDataEventArgs - https://ninjatrader.com/support/help...aeventargs.htm

Let us know if we may assist further