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Can Ninja get Level II data (Market Depth) from IB (Interactive Brokers)

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    Can Ninja get Level II data (Market Depth) from IB (Interactive Brokers)

    Ninja supports IB (Interactive Brokers). Does Ninja get live Level II data, or Market Depth data from IB? In other words, I need to get a list of Bid/Ask prices with their sizes.

    For instance:
    Stock ABC, last executed price $10
    Bid Size
    $9.99 1000 share
    $9.98 2000 share
    $9.97 5000 share
    ...


    Thanks.

    #2
    NinjaTrader can collect level 2 data from Interactive Brokers in real-time. The data can be displayed on the DOM and it can be accessed by an indicator and displayed on the chart.

    However, NinjaTrader cannot store real-time bid and ask data as historical. If you close your chart, the data will be lost and cannot be recovered.

    Comment


      #3
      Hello appleseed,

      Yes, you may get Level II data inside of NinjaTrader as long as you are enabled for the real-time Level II data on IB's side.

      The SuperDOM is a great way to view this data as well as the Level II window.

      JCNinjaTrader Customer Service

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