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Interactive Brokers - level 2 datafeed for equities

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    Interactive Brokers - level 2 datafeed for equities

    I am having trouble loading L2 market depth data for equities. Customer reps are telling me through e-mail that I need to find the correct IB subscriptions to receive L2 data.

    The market depth shows up fine on Trader Workstation - I see MM name, price, size, cumulative size, and avg price. But this doesn't translate to NT 6.5 at all. I enter in the stock and I just get Level I data and no market depth. For futures, NT's L2 screen does work.

    It feels like something is off, not necessarily my lack of market subscription.

    I am subscribed to US Securities and Commodities Bundle Non-professional - Level I.

    Can anyone help?

    #2
    Hello trivto57,

    For level II data to be available in NinjaTrader, the IB account will need to be authorized for this service.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Kyle View Post
      Hello trivto57,

      For level II data to be available in NinjaTrader, the IB account will need to be authorized for this service.
      What does that mean, specifically? How do I accomplish this?

      Comment


        #4
        Hi trivto57,

        You would need to contact Interactive Brokers and request that they add the authorization for Level II data to your account.

        This extra level of data beyond the existing price data is an added service.
        KyleNinjaTrader Customer Service

        Comment


          #5
          I just subscribed to NASDAQ Totalview and NT 6.5 still doesn't show anything on the DOM or the L-II window.

          I was in contact with IB support and they told me my market depth feed was complimentary (first 6 bids and offers for market depth) and not L-II. Then they said clearly that NASDAQ Totalview would give me true L-II data so there should be no misunderstanding here.

          Comment


            #6
            Hello trivto57,

            This may or may not be sufficient for NinjaTrader to load the level II data from IB.

            To further investigate, I would need you to provide me with your login credentials.

            Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

            In the message, please include the following:
            1.) A link to this forum thread.

            2.) The username and password you are using to connect.
            KyleNinjaTrader Customer Service

            Comment

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