lack of L2 data

[bfirth]

please see the attached pic, for the problem.
ninja only shows a tiny part of the L2 data, often has a crosed market or negative spread, which are not on IB TWS L2 screen, it also clumps price and gives no ID.
obviously i want both L2 to look the same, what am i missing?
cheers B.

[NinjaTrader_RJ]

please see the attached pic, for the problem.
ninja only shows a tiny part of the L2 data, often has a crosed market or negative spread, which are not on IB TWS L2 screen, it also clumps price and gives no ID.
obviously i want both L2 to look the same, what am i missing?
cheers B.

Hello,

Thank you for your note.

Make sure you are on the latest version of NinjaTrader 6.5.1000.10. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/do...g_software.htm

Next, please ensure you are using TWS version 892. If not, uninstall and download from this link: http://www.ninjatrader.com/webnew/su...ivebrokers.htm

[bfirth]

my ninja is the latest version IB a newer version 893.9.

The problem IS ninja is only showing NYSEopenbook because in tws i can turn off ArcaBook and NASDAQ Totalview and then they match.

so somewhere in NT i must be able to get it to display the FULL market depth

thanks B.

[NinjaTrader_Jason]

Hello B,

Does the issue persist when using TWS version 892.7?

Try the following. Start TWS and ensure ArcaBook and NASDAQ Totalview are enabled in TWS.

Start NinjaTrader and connect to IB. Create a new Level II window and check if the data resembles the data in TWS.

[bfirth]

Hello B,

Does the issue persist when using TWS version 892.7?

my version of TWS is the latest one 894.4 are you saying i need to uninstall this version and install an old version?

Try the following. Start TWS and ensure ArcaBook and NASDAQ Totalview are enabled in TWS.

Start NinjaTrader and connect to IB. Create a new Level II window and check if the data resembles the data in TWS.

did this looks nothing like TWS if it IS showing all the price levels the voll is way off, just now one level was in ninja showing 300 TWS had 4000 at same price, seem NT is only getting a small part of the data.
At the moment it is totally untradeable, you just cant see whats going on.
Cheers Bry.

[bfirth]

well TWS seems to be messed up (first 3 lines on the Ask side) but ninja is showing a totally different picture.
cheers Bry.

[NinjaTrader_Kyle]

Hello bfirth,

Thank you for your reply.

You must use TWS version 892.7. Please uninstall your current version of TWS and install the supported version from the following link: http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

[bfirth]

ok well i installed TWS version 892.7 after uninstalling newer version.
restart ect NO difference.
it NEVER shows Arcabook or Others, only NASDAQ Totalview, or NYSE Openbook clearly it is filtering anything else out.
I cant find any options on L2 data filters?
i find it impossible that im the only person to ever have this problem

[NinjaTrader_Jason]

Can you please tell me how you setup an instrument that experiences not all Level II data.

Please go to Tools-->Instrument Manager, highlight the instrument in the 'Available master instruments' section and click edit. Please send me screenshots of both the Definition and Misc-tab that displays all settings clearly.

[bfirth]

jason, i can send you a screen capture like you ask, but EVERYTHING is default. the list of stock symbols in the manager, is what came with NT i'v changed nothing every symbol iv tried, 100's of them do this.
Somehow the only information getting through is NASDAQ and NYSE anything else is not.
Maby TWS is filtering them?
also i can't find any way to stop L2 clumping all the bids/asks at the same price like $6.79 0.09M so i cant see how many people are there, also NO MM id.
B.

[NinjaTrader_Jason]

Hello bfirth,

Can you please tell me what exchanges you have enabled as per the JPM. Please try only enabling the Default exchange and check if this will make a difference.