NinjaScript > Language Reference > SuperDOM Column

Definition

Provides Level 2 information for a SuperDOMColumn

Note: In order to ensure you are using the same exact MarketDepth subscription that the SuperDOM's main price ladder is using, it is required that you create your own MarketDepth handler. The NinjaScript Code Wizard was designed to automatically complete this process for you, and an example is outlined at the bottom of this page

Property Value

SuperDom.MarketDepth	A collection of MarketDepthRows
SuperDom.MarketDepth.Asks	A collection of orders on the ask side of the market
SuperDom.MarketDepth.Bids	A collection of orders on the bid side of the market
SuperDom.MarketDepth.Instrument	The instrument which is being updated

Syntax

SuperDom.MarketDepth
SuperDom.MarketDepth.Asks[int idx];
SuperDom.MarketDepth.Bids[int idx];
SuperDom.MarketDepth.Instrument

Examples


protected override void OnStateChange() { if (State == State.Active) { // subscribe to the same market depth events as the primary SuperDOM Price Ladder if (SuperDom.MarketDepth != null) { WeakEventManager<Data.MarketDepth<LadderRow>, Data.MarketDepthEventArgs>.AddHandler(SuperDom.MarketDepth, "Update", OnMarketDepthUpdate); } } else if (State == State.Terminated) { // unsubscribe to the same market depth events as the primary SuperDOM Price Ladder if (SuperDom == null) return; if (SuperDom.MarketDepth != null) { WeakEventManager<Data.MarketDepth<LadderRow>, Data.MarketDepthEventArgs>.RemoveHandler(SuperDom.MarketDepth, "Update", OnMarketDepthUpdate); } } } // custom market depth handler private void OnMarketDepthUpdate(object sender, Data.MarketDepthEventArgs e) { // Print some data to the Output window if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update) Print(string.Format("The most recent ask change is {0} {1}", e.Price, e.Volume)); }

protected override void OnStateChange()
{
if (State == State.Active)
{
// subscribe to the same market depth events as the primary SuperDOM Price Ladder
if (SuperDom.MarketDepth != null)
{
WeakEventManager<Data.MarketDepth<LadderRow>, Data.MarketDepthEventArgs>.AddHandler(SuperDom.MarketDepth, "Update", OnMarketDepthUpdate);
}
}
else if (State == State.Terminated)
{
// unsubscribe to the same market depth events as the primary SuperDOM Price Ladder
if (SuperDom == null) return;

if (SuperDom.MarketDepth != null)
{
WeakEventManager<Data.MarketDepth<LadderRow>, Data.MarketDepthEventArgs>.RemoveHandler(SuperDom.MarketDepth, "Update", OnMarketDepthUpdate);
}
}
}

// custom market depth handler
private void OnMarketDepthUpdate(object sender, Data.MarketDepthEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
Print(string.Format("The most recent ask change is {0} {1}", e.Price, e.Volume));
}