I've been on a tangent lately to overcome the hurdle of only being able to see 10 levels in depth of market. I've tried using dx feed, which offers the full order book. However, it only works with native ninjatrader software or their own software addons (which are not very good). I've adjusted the ninjatrader dom to show most of the depth levels available, but the numbers are extremely small and very hard to read. I also don't like having to jump around the screen to figure out what's going on in the market.
I tried to use 1 click chart dom trader by ticktec.com. It works fine with ninjatrader's datafeed, but when I plug in the dxfeed, it only shows bid and ask. I've contacted dxfeed about this, and they said that they don't support 3rd party applications, and to contact ninjatrader regarding this.
So I'm wondering
1. Is there a way to use alternative data feeds so that they work with 3rd party indicators?
2. Do you have any suggestions about which data feed to use which provides access to the entire order book that can be used with 3rd party indicators?
I'm sure a lot of you out there recognize the importance of seeing beyond 10 levels of market depth, so I'm wondering how you all are reading that data in a reasonable way. Also, I'm interested in a couple different 3rd party indicators, and if using a data feed that allows full market depth view is deterring me from using any of them - it might be best to just switch to a platform which natively supports the features I'm interested in.
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