Support Board
Date/Time: Sat, 01 Nov 2025 13:45:45 +0000
Post From: ASCIL code for everytime best bid or best ask updates value?
| [2021-06-10 16:23:57] |
| User339484 - Posts: 71 |
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In ninjatrader its called OnMarketDepth (bid/ask/dom update) instead of OnMarketData (time and sales) I am looking for a code that will give me the: Time, Best Bid, Best Ask, Bid Quantity, Ask Quantity Basically every time the best bid or best ask change in value I need to capture that data. |