Kinetick Level 2 Market Depth

[androiduser14916]

Hi,

is the only way to obtain kinetick level 2 market depth data after signing up with them to use the market replay function for recording?

Is there a way to download historical market depth like we do to usual tick and candlestick data, store as historical files and then run it?

Regards,
Wayne

[NinjaTrader_Jason]

Hello Wayne,

You can download market replay data at Control Center-->File-->Utilities-->Download Replay Data. If you like to load market depth data, please checkmark 'Download available L2 data'.

You can record market replay data yourself by enabling 'Run market replay recorder' at Control Center-->Tools-->Options-->Data-tab. If you are connected to Kinetick and receive market depth data in the SuperDOM, it will record market depth data as well.

[androiduser14916]

Hi Jason,

many thanks for the prompt response. When you say "You can download market replay data at Control Center-->File-->Utilities-->Download Replay Data", is it downloading from kinetick server or ninjatrader servers?
Moreover, the download dialog only allows 1 day and 1 symbol at a time which makes it pretty tedious, is there any way around this?

Lastly, I'm actually interested in using market depth, level 2 data from kinetick, is market replay the only way/right way to go about doing it?

[NinjaTrader_Jason]

It is downloaded from the NinjaTrader servers.

Unfortunately you can currently only download one day/instrument at a time. This is on the list of improvements.

If you like to use level 2 data specifically from Kinetick when connected to the Market Replay, you will need to record market replay data. The Market Replay allows you to replay historical data in realtime. If you need realtime level 2 data, you would just connect to Kinetick in NinjaTrader instead of the Market Replay connection.

[MisterTee]

Note that Kinetick (at time of this writing) didn't offer FULL market depth. I believe they stopped at about 20. Full depth can go way over 50. Just check before ordering if that is important to you.