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Answered

Problem get value for my custom indicator

RomanoRon 10 months ago updated by Андрей Ринас2 (ATAS developer) 9 months ago 1

Hi,

i would like create a custom indicator. I need to know if is it possible get the Order buy and sell on specific Level of depth. I read the API but there Is only CumulativeDomAsks and CumulativeDomBids proprieties. I would like get it separatrly only the level interested. For example: only Buys level 1, Buys level 3, or Sells level 4 , or Sell level 10 etc... I dont want cumulate the values. I woud like to get it and display it. I want to choose what level display it in my custom indicator.

There are Api Proprety or method for get it?

Note:

For exanple in Ninjatrader i used:

protected override void OnMarketDepth(MarketDepthEventArgs e) ...etc...

...and for get the level of my interest:

private List askRows = new List();

private List bidRows = new List();

.... and after i use variable i get the levels of interest and display it.


Regards

Answered

Hello

To get flow of market depth changes you can use override following method:

MarketDepthChanged(MarketDataArg arg)

Also you can get shapshot of all dom levels.

Here more info and examples:

https://support.atas.net/en/knowledge-bases/46/articles/24943-working-with-market-depth