Level II Window

[jbesada]

Hello,

I am surprised of Level II values obtained from a high liquid stock (MSFT) (please view attached file).
I don’t believe this shows the real depth of the market, there is not almost depth beyond level two or three.
Is it a problem with data vendor? (I am using Kinetick, with access to Market Depth and Nasdaq OpenView) May I contact with them?

Regards

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

To see additional price levels please right mouse click with the Level II window-->Properties--># of price levels (Details)-->Input a new value-->Click Ok. Next expand the size of your Level II window to display additional information.

Please let me know if I may be of further assistance.

[jbesada]

Hello,

Thank you for your answer.
My question is not related to see more price levels; it is related with the deep of the market.
As you can see from the image, in the bid:
At 28,96 level there is a 0.04M size (it seems ok)
At 28,95 1700. (only?)
At 28,93 1100
At rest of levels only a size of 100 (???).

I don’t believe these values for a high liquid stock as Microsoft, there is even a jump between 28,95 and 28,93. Is it real level II (with market depth) or it is only the aggregated best Bid/Ask of every exchanged involved?

Thank you in advance

[NinjaTrader_ChristopherJ]

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

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