DOM & External Data Feed

[Anon005]

G'day
If I want multiple DOM levels to record from a external feed for market replay, is the best option to add the data together to achieve the effective DOM spread I need before it comes into NT?
i.e. if I need 5M, I add the first three levels together 1.5,1,2.5 to get the effective spread for my 5M, but replay would see it coming in as a single 5M level...

Will NT external feed ever support multiple DOM levels?

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

This is the best way to do this yes. Unfortunately I'm not aware of anything immediately to include lvl 2 data support on the ATI at this time however I can send this into development as a requested feature.

I look forward to assisting you further.