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Date/Time: Thu, 28 Mar 2024 15:38:39 +0000



Post From: ASCIL code for everytime best bid or best ask updates value?

[2021-06-10 16:23:57]
User339484 - Posts: 71
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.