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Error checks for Valid Instrument, Level II

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    Error checks for Valid Instrument, Level II

    Is there a way to programatically do an error check to see if an instrument is valid? For example, if you have a multi-instrument strategy or indicator and type in "xx" for the second instrument, an error is thrown saying 'xx' does not exist in the Instrument Manager etc etc.

    Second... is there a way to programatically check if Level II data is available for an instrument used in an indicator or strategy?

    Thanks!

    #2
    MXASJ,

    1. Unfortunately not possible to check programmatically.

    2. For the level 2, you can just check if you receive OnMarketDepth() events or not for that specific instrument.

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