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NT level 2 summary data
Started:October 24th, 2012 (11:51 AM) by humy65 Views / Replies:1,187 / 1
Last Reply:December 23rd, 2013 (06:40 AM) Attachments:0

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NT level 2 summary data

Old October 24th, 2012, 11:51 AM   #1 (permalink)
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NT level 2 summary data

Is it possible to access level 2 state data in NT ?

I'm aware of the OnMarketDepth event which provides tick changes to the DOM levels, however I would like to have an instant state by way of a query.... could not find anything in the documentation.


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Old December 23rd, 2013, 06:40 AM   #2 (permalink)
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There is but not as up to date - you just want to loop thru the price/volume for each level of depth?

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