Do you have any indicators/alerts for Ninja Trader which analyzes pending unfilled orders in the Order DOM (order book) on the fly in real time? For example, I am looking for an indicator which shows a running calculation of the ratio of unfilled Ask Orders to unfilled Bid Orders with alert settings that can be user-specific.

This indicator displays level 2 of the order book.

https://nexusfi.com/download/vip_elite_circle/304-download.html?view


This is probably a newer version.

jtRealStats broken after NT7 upgrade I sorta like this version However, the one that is attached is considerably better. Getting this to work in NT7 was how I got my start with Ninjascript. I had to fix a very sneaky bug due to the fact that list objects behaved differently in NT7 then …

There's quite a few around.

I have a couple of things I was playing around with. How exactly do you want the data presented?

All orders on the DOM are pending, so do you want to see the delta or you want to see a histo for both sides, a line chart?

Do you want all levels or to be able to select all levels.

If you let me know, I can post up the code.