How many lines in the book order?

[pierrreg]

Hi all,
I have a question concerning the book orders.
How many line are displayed in the book orders for equities stock?

For exemple, as you can see here,

http://www.vipfutures.com/etrading/ninja/OrderEntry_SuperDom.png

there are only five lines for the BID and the ASK.
Is it possible to add more lines with the free version?

Thank you
Pierre

[NinjaTrader_ChristopherJ]

Hello pierrreg,

Thank you for your post.

Within the Dynamic SuperDOM when viewing Equities you will only have access to the inside Bid and Ask. If you want to see Market Depth for Equities you would need to use the Level II window.

Unfortunate the maximum amount of Market Depth available for Futures within the SuperDOM is 5 levels.

Please let me know if I may be of further assistance.

[pierrreg]

What do you mean by inside Bid and Ask?

Whatever the level might be (I,II,III....), what is maximum level you can have?

[NinjaTrader_ChristopherJ]

Hello pierrreg,

The inside Bid and Ask will be Level I data as seen in the screen shot I have provided below.

Level II is the maximum level that is available which will give you market depth as apposed to only the inside Bid and Ask.

[pierrreg]

Ok, I see.
What is the maximum market depth for equities (especially for Euronext Equities)?

Thank you

[NinjaTrader_ChristopherJ]

The maximum amount of data available within the Level II window will depend on the data available from your data provider. You will need to contact them directly to varify what is provided.

[pierrreg]

Ok
I thought NinjaTrader was a data provider.
I dont know what data provider I can choose.

[NinjaTrader_ChristopherJ]

NinjaTrader is a FREE application for advanced charting, market analytics, system development/backtesting and trade simulation. Although NinjaTrader itself is not a provider of market data, we have partnered with the leading market data and brokerage technologies to ensure that you have choice.

I have provided a link below that goes over the different brokers and data providers supported by NinjaTrader.

http://www.ninjatrader.com/webnew/trading_software_brokers_data.htm

The link below will go over the types of data they offer as well as the instruments they support.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[deanz]

10 deep

Although the DOM for the ES only shows 5 levels either side, this indicator seems to show all that is available...... from the free zen-fire feed. The ES is all I have found so far to contain more that 5 deep, maybe someone will know of other.

http://www.ninjatrader-support2.com/vb/local_links_search.php?action=show&literal=1&search=levelII&desc=1&keys=1

[aslane]

Correct, there can be more than 5 levels, but Ninja chooses to limit it to 5 levels in the DOM. I suspect the reason is performance of the DOM, which is the right trade off IMO.