TotalView/Level II questions

[cziber]

Hello,

I'd like to use NASDAQ TotalView data in my strategy. I have subscribed to TotalView at eSignal, but in NinjaTrader I can only see the best bids/offers of the marker makers, instead of the content of all their books (like I see it in eSignal). Is there a way to reach the whole feed?

Are there other data providers/brokers that provide the content of the books for NinjaTrader? Is the IB connection better from this point of view?

Are there other stock exchanges where I can see the whole book with a proper eSignal subscription?

Does NinjaTrader record the Level II data for market replay (as it does in SuperDOM)?

[NinjaTrader_ChristopherJ]

Hello cziber,

Thank you for your post.

Please forward me your eSignal username and password so I may attempt to test on my end. You may send this information to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" Ticket 256354 in the subject line.

Yes, when recording market data if you have an active Level II window open or the SuperDOM Level II data will be recorded for later playback.

[cziber]

Hello Chris,

thank you for your quick reply!

The screenshot that you have sent to my mail address, is the same that I can see on my computer, only best bids and asks of the market makers, and lack of the total book (which would be the point in TotalView).

I'm more interested whether there is any other setup, where I would see the whole book. I mean maybe a different subscription at eSignal (I doubt this one), or a different data provider (I hope that IB, or something else would display TotalView).

Also, if Level II window works differently for other exchanges (such as NYSE), I may change the exchange rather than coding C++ with a broker API.

[NinjaTrader_ChristopherJ]

Hello cziber,

All data that is shown within NinjaTrader will be the available data from the broker or data providers API. Within the SuperDOM when viewing Futures you will be limited to a maximum of 5 rows of Market Depth.

Level II data will work the same for all exchanges such as NYSE, NASDAQ, etc. but may have different Market Makers shown.

[cziber]

I see... for futures, NinjaTrader displays (a part of) the order book in SuperDOM, while it can not display the same information for stocks. So there are no means of seeing the market depth (not only market makers) for any stock at any exchange, whatever data provider I use. Please correct me if I have misunderstood!

Are there any plans to include this feature in later releases?

[NinjaTrader_ChristopherJ]

For stocks you may see Market Depth or Level II data within the Level II window but will not be displayed in the Dynamic SuperDOM.

I will forward this to our development team for future considerations.

[cziber]

Thanks for your help! It appears, the only solution is the broker API...

[dtpdtp01]

Can we get an update on this?
Will this be a part of NT7?

For stocks you may see Market Depth or Level II data within the Level II window but will not be displayed in the Dynamic SuperDOM.

I will forward this to our development team for future considerations.

[NinjaTrader_ChristopherJ]

This has been forwarded to our development however I do not have an update of when or if this feature will implemented.

[pbylina]

Can we get an update on this?

[NinjaTrader_Bertrand]

Thanks for asking pbylina - no update I could unfortunately provide at this time, however this item is still being tracked as active enhancement request to our NinjaTrader platform and I've added your vote under item # 1584 into the tracking lists as well.