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Interactive brokers Level 2 NO EXCHANGES

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    Interactive brokers Level 2 NO EXCHANGES

    I have conneted my Ninja7 to my interactive brokers account.

    I have opened level II window and added a symbol for a US stock (IBM lets say)

    My interactive brokers account is subsribed to all possible exchanges (venues) - NYSE, ARCA, NASDAQ... etc.
    So, when I open up Level II window in IB I get combined qoutes for all those excahnges and an ID of that exchange where the quote came from.

    I am trying to replicate the same in Ninjatrader.

    First, I have tried adding all those possible exchanges in the Instrument Editor (with the default exchange, which you cannot un-select). Result - it defaults to 1 exchange. (for instance NASDAQ for AAPL and NYSE for IBM).

    Second, I tried only adding 1 exchange in the Instrument Editor (also, with default option). Result - It does show data for a selected exchange but it does not specify it in ID column in Level II, the column is blank.

    Please help me merge all those feeds into 1 Level II. Also, i need the ID column to actually specify which exchange it came from and not just be blank.

    Thank you

    #2
    Hello Nik77,

    Thank you for your post and welcome to the NinjaTrader support forum!

    Please right click in your Level II window > select Instruments... > Select > Stock > type in IBM > select Default for the exchange > OK.

    You should now see all the market makers in the Level II window.

    For information on the Level II window please visit the following link: http://www.ninjatrader.com/support/h...7/level_ii.htm

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

    Comment


      #3
      Nik77, to further clarify your inquiry - with displaying the cumulative depth info / total view here you're running unfortunately into a known limitation from the API, so the info provided natively in TWS would not be available to us. You can select a specific exchange (so except SMART) though to get the Level 2 for that venue (valid ones would be NYSE, NASDAQ, ARCA and BEX).
      BertrandNinjaTrader Customer Service

      Comment


        #4
        Hi,

        thanks for your response.

        It only shows 1 quotes from 1 market maker which is NYSE for this stock.

        All the rest (which I have in IB) - ARCA, NASDAQ, BATS, BYX ... etc are not there.

        Thanks

        Comment


          #5
          Ok, so the most basic thing that you can think of for US stocks - BBO (best bid offer) from multiple market makers is NOT available?

          Is that correct?

          Comment


            #6
            Correct, this is a limitation of the API.

            IB aggregates level 2 from several provides with the various buttons on MD trader, which the API does not provide.

            As a result, there are expected differences between TWS order book and what you see in NT
            MatthewNinjaTrader Product Management

            Comment

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