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#1 |
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Member
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In the DOM in real time there are several buy values and sell values around the current price, obviously its the number of contracts to buy/sell at the various prices, is this data available?
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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Sure. You will need to create your own L2 book to access this information: http://www.ninjatrader-support2.com/...ead.php?t=3478
Josh
NinjaTrader Customer Service |
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