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L1 and L2 replay data

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    L1 and L2 replay data

    Hi. Two questions.
    1. Can you let me know what differences I should be seeing if I have downloaded L1 and L2 replay data. I'm not seeing anything on days when I have only downloaded L1 or days where I have downloaded both.
    2. The last price in the DOM is highlighted and moves up and down but the bid/ask volumes do not move with it or change unless I re-centre the DOM or refresh it. Is there something I need to set to have these values refresh with price movements?
    Thanks.

    #2
    schada, Level 1 data would be the bid / ask / last and be used to drive for example the charts and basic order entry window functions. If you want to add the full 'book' / market depth info to the DOM's you would also need to download the so called Level 2 data of the associated instruments.

    If this is not present, please set the ShowMarketDepth property to false in the SuperDOM options, this will then take the bid / ask from your Level 1 data and as such should update as the replay progresses as expected.

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      #3
      Bertrand, have it going now. Thank you.

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