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Market depth position/market maker with kinetick

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    Market depth position/market maker with kinetick

    Good morning,

    I'm using kinetick and if on markekdepth i print e.position and e.marketmaker
    i have the following for example:
    position marketmaker
    1 md02
    5 md06
    7 md08
    4 md05

    how come the market maker md(n+1) equals position?
    Why are there 10 market markers: md01 to md10?
    Does kinetick have market maker level2 info?

    Regards

    JF

    #2
    Hello JF,

    Unfortunately, I am not sure if I follow. What is referred as 'e.position' and 'e.marketmaker'?

    Can you please tell me what instrument you have selected in the Level II window. Am I correct you only display 4 price levels (the ones you included) and not the amount you expect?

    The Level II window will display various market data items. If you right click in the Level II window and select Properties, you can set the number of price levels for the Details and Summary sections of the Level II window. Please see the link below for more information regarding the Level II window.


    Yes, Kinetick supports Level II data, however you will need to include it in your subscription.

    Comment


      #3
      protected override void OnMarketDepth(MarketDepthEventArgs e)
      {
      Print(e.Position.ToString()+" "+e.MarketMaker);
      }

      Comment


        #4
        I've market depth in my subscription

        Comment


          #5
          on ES for example

          Comment


            #6
            Hello,

            Yes, Kinetick is going to give you additional market depth information including market marker information. However, futures don't have a market marker ID like you see with stocks.

            You see this same information (m01 to m10) in the Level II window as well.

            If you were to run this on a stock, such as AAPL, you will get more comprehensive market marker data than you see on the ES.

            What you're seeing on the ES and futures is the position of the Market Depth, labeled 1 through 10.

            Please let me know if you have additional questions.
            Last edited by NinjaTrader_Matthew; 08-04-2011, 09:03 AM.
            MatthewNinjaTrader Product Management

            Comment


              #7
              ok thanks

              JF

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