dom mkt depth

[eventrader]

Through IB i subscribe to market depth from various exchanges nyse, nasd, arca, etc.

WILL THESE MARKET DEPTH NUMBERS SHOW IN NT DOM

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Market depth is supported through the IB connection, however if you are looking to see all the market depth this will be unsupported as you can only see the main exchanges market depth.

Let me know if I can be of further assistance.

[eventrader]

Ib book trader supports depth from all exchanges that one is subscribed. Is there a reason why nt does not pick up all of the depth data?

[NinjaTrader_Brett]

Hello,

Please see the below note:

Please note that TWS mixes quotes from different exchanges regarding Level II data, while NinjaTrader can only display one exchange.

For example, if you like to see the Arca L2 quotes, enable Arca as the exchange. Enable the Island exchange if you intend to view Nasdaq TotalView data.

You can setup the exchange in the Instrument Manager.
Go to Tools-->Instrument Manager, highlight the instrument in the 'Available master instruments' section and click Edit. Modify the exchange accordingly.


So the discrepancy between the Level II data between NinjaTrader and TWS is as expected.