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# MarketDepth

## Definition

The **OnMarketDepth()** method is called and guaranteed to be in the correct sequence for every change in level two market data (market depth) for the underlying instrument.

## Method Return Value

This method does not return a value.

## Syntax

`MarketDepth`

## Examples

```csharp
protected override void OnMarketDepth(Data.MarketDepthEventArgs marketDepthUpdate)

{
    if (marketDepthUpdate.MarketDataType == MarketDataType.Ask && marketDepthUpdate.Operation == Operation.Update)
        // Do something
}
```