NinjaTrader_Josh
09-30-2007, 11:52 PM
Reference sample for NinjaTrader 6.5.XXXX.X or greater.
Level II data is important for the momentum trader. It allows them to determine which way the market makers are trading and can be useful in helping the trader decide which way the momentum is going.
This reference sample demonstrates the following concept:
Storing Level II data in a custom object list
Printing Level II books for discretionary trading
Important methods and properties used include:
MarketDataType
Operation
Position
Price
Volume
Other methods and properties of interest include:
ArrayList (http://msdn2.microsoft.com/en-us/library/system.collections.arraylist%28VS.71%29.aspx)
Time
Import instructions for NinjaTrader 6.5.XXXX.X or greater:
Download the file contained in this thread to your PC desktop
From the Control Center window, select the menu File > Utilities > Import NinjaScript
Select the downloaded file
Level II data is important for the momentum trader. It allows them to determine which way the market makers are trading and can be useful in helping the trader decide which way the momentum is going.
This reference sample demonstrates the following concept:
Storing Level II data in a custom object list
Printing Level II books for discretionary trading
Important methods and properties used include:
MarketDataType
Operation
Position
Price
Volume
Other methods and properties of interest include:
ArrayList (http://msdn2.microsoft.com/en-us/library/system.collections.arraylist%28VS.71%29.aspx)
Time
Import instructions for NinjaTrader 6.5.XXXX.X or greater:
Download the file contained in this thread to your PC desktop
From the Control Center window, select the menu File > Utilities > Import NinjaScript
Select the downloaded file