MarketDepth

/* Example of subscribing/unsubscribing to market depth from an Add On. */
public class MyAddOnTab : NTTabPage
{
    private Instrument instrument;
    public MyAddOnTab()
    {
        instrument = Instrument.GetInstrument("AMD");
        if (instrument == null)
            return;
        // Follow this pattern to subscribe to MarketDepth events so they may be unsubscribed from the same instrument thread
        if (!instrument.Dispatcher.HasShutdownStarted)
            instrument.Dispatcher.InvokeAsync(() => instrument.MarketDepth.Update += OnMarketDepth);
        // Print the Ask's price ladder
        for (int i = 0; i < instrument.MarketDepth.Asks.Count; i++)
        {
            NinjaTrader.Code.Output.Process(string.Format("Position: {0} Price: {1} Volume: {2}", i,
                instrument.MarketDepth.Asks[i].Price, instrument.MarketDepth.Asks[i].Volume), PrintTo.OutputTab1);
        }
    }
    // This method is fired on market depth events and after the snapshot data is updated.
    private void OnMarketDepth(object sender, MarketDepthEventArgs e)
    {
        return;
    }
    // Called by TabControl when tab is being removed or window is closed
    public override void Cleanup()
    {
        // Follow this pattern to subscribe to MarketDepth events so they may be unsubscribed from the same instrument thread
        if (instrument != null && !instrument.Dispatcher.HasShutdownStarted)
            instrument.Dispatcher.InvokeAsync(() => instrument.MarketDepth.Update -= OnMarketDepth);
    }
    // Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.
}