Indicator: Creating your own Level II data book

[NinjaTrader_Josh]

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
• Time

Import instructions for NinjaTrader 6.5.XXXX.X or greater:

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file