MarketDepth

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