Depth Large Depth Updates Alerts

The following settings allow you to get alerts in the Alerts Log window within NinjaTrader whenever a large depth of market update takes place. Useful to get feedback from large OrderBook changes, additions and removals. Since the Alerts Log Window allows you export the messages to Microsoft Excel xlsx format and as a csv format, you can further analyze the OrderFlow movements.
 
Depth Large Depth Updates Alerts
 
1

Manual Alerts Depth Updates

1. Manual Alerts Depth Updates
Sets market depth updates alert. Will trigger every time a update (Add/Submitted or Pull/Cancelled from the OrderBook) reaches the Manual Alerts Depth Updates Value
2

Manual Alerts Depth Updates Value

2. Manual Alerts Depth Updates Value
Sets the minimum Depth update value to trigger an alert. Depth updates that are equal or larger than this value will trigger an alert.
3

Auto % Alerts Depth Updates

3. Auto % Alerts Depth Updates
Sets automatic alerts market depth updates alerts.
4

Min % of Sum per Side

4. Min % of Sum per Side
Sets the minimum percentage of per side of the OrderBook update quantity. For example, if the value set in this setting is 10% and if the total ask side book is 2000 and there is an update (Add/Submitted or Pull/Cancelled)  to the ask side above or equal to 200 an alert will be triggered.
5

Ask updates alert Background Color

5. Ask updates alert Background Color
Sets the color for the background in the Alerts Log window for Ask side updates alerts.
6

Ask Side Removes Alerts Text Color

6. Ask Side Removes Alerts Text Color
Sets the color for the text in the Alerts Log window for Ask side updates alerts if the update was a removal/pull/cancelled from the Ask side.
7

Ask Side Adds Alerts Text Color

7. Ask Side Adds Alerts Text Color
Sets the color for the text in the Alerts Log window for Ask side updates if the update was an addition/submission to Ask side.
8

Ask Updates Sound Alert

8. Ask Updates Sound Alert
Sets the sound alert for Ask Side Updates alert. Can also be disabled by clicking in "x" on the right side of the property.
9

Bid updates alert Background Color

9. Bid updates alert Background Color
Sets the color for the background in the Alerts Log window for Bid side updates alerts.
10

Bid Side Removes Alerts Text Color

10. Bid Side Removes Alerts Text Color
Sets the color for the text in the Alerts Log window for Bid side updates alerts if the update was a removal/pull/cancelled from the Bid side.
11

Bid Side Adds Alerts Text Color

11. Bid Side Adds Alerts Text Color
Sets the color for the text in the Alerts Log window for Bid side updates if the update was an addition/submission to Bid side.
12

Bid Updates Sound Alert

12. Bid Updates Sound Alert
Sets the sound alert for Bid Side Updates alert. Can also be disabled by clicking in "x" on the right side of the property.