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Why there is a difference between data accsses in DOM and Level II?

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    Why there is a difference between data accsses in DOM and Level II?

    Hello,
    In a Level2 window there is 10 levels for Bid and 10 levels for Ask for SNP500 for example,
    but in DOM window we have only 5 levels for Bid and 5 levels for Ask - why? How to get data from other 5 levels for bid and ask in Level 2?

    #2
    Hello agafon2,

    Unfortunately this is not possible - the SuperDOM is limited to 5 levels of market depth.

    Comment


      #3
      Ok, but are any classes to get access to Level2 like protected override void OnMarketDepth?

      Comment


        #4
        Yes, in the OnMarketDepth() handler you should have access to all levels offered by your feed. Generally an extension of levels here is on our feedback list for NT's next major update, we will make sure to note your request as well.

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