Order Flow vs Level 2 Market Data

The Level 2 and the Order Flow+ are different. Level 2 gives you more data on the DOM itself. Most people don’t even need Level 2. The Order Flow+ package gives you access to the the Volumetric (Foot Print) data. With that package you can access the calculated values. https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_volumetric_bars2.htm

You don’t necessarily need it, if you building your own from scratch. You’ll just need to keep track of everything yourself instead of relying on what is provided. However, Ninja currently doesn’t expose some data for it. For example, it doesn’t expose the imbalances or value area high/low. Which is why I just went ahead and implemented them myself but still leverage the data provided from the Volumetric data.
order-flow-bot/NinjaTrader/Custom/AddOns/OrderFlowBot/OrderFlowBot.DataBar.cs at main · WaleeTheRobot/order-flow-bot · GitHub

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