How to access level 2 data when coding strategy?

[samish18]

How may I access the full DOM in Ninjascript? I want to get a full matrix of the price, bid and ask

[NinjaTrader_Eduardo]

Hello samish18,

Thank you for your post.

We have two reference samples in our Help Guide that demonstrate how to use depth of market (Level II) data in your NinjaScript.

Creating your own Level II data book (Accessing market depth)

Key concepts in this example:

• Storing Level II data in a custom object list
• Printing Level II books for discretionary trading

Using custom events to output the current Level II data book

Key concepts in this example:

• Creating a custom event from a Timer object
• Printing Level II books whenever you receive a Timer event

Please let me know if I may be of any further assistance.