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^DAX, DAX Performance-Index Market Depth

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    ^DAX, DAX Performance-Index Market Depth

    I like to trade ^DAX, DAX Performance-Index. eSignal (Interactive Data), Kinetic said there is no Order Book, Market Depth just best bid ask only. I read at Deutsche Börse, Product sheet: Spot Market Germany (Frankfurt/Xetra®)
    "Order book depth of up to 20 best bid/ask prices
    plus corresponding volumes for the most liquid
    instruments (e. g. DAX®, MDAX®, SDAX®, TecDAX®
    constituents)
    For all other instruments, order book depth 10 is
    available."

    Which Data Providers have Market Depth at DAX Performance-Index?

    #2
    Hello _Gabor_,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    I am not aware of a provider that supports Market Depth for Indices, you will need to check with the supported data providers to see if they support the data you wish to use.
    Please let me know if I may be of further assistance.

    Comment


      #3
      Thank you PatrickH! At Kinetic there is no volume on ^DAX chart. I have to ask all Ninja Providers who has Volume, Market Depth on ^DAX? DAX Performance Index has much more volume than FDAX.


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      Last edited by _Gabor_; 06-22-2015, 11:33 AM.

      Comment


        #4
        Hello _Gabor_,

        Thanks for your reply.

        That is correct. You will need to check with the data providers what data they provide.

        Comment


          #5
          Kinetic have DAX Performance-Index without volume

          Click image for larger version

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          eSignal (Interactive Data) have volume but much less they do not know why.

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          Comment


            #6
            Hello _Gabor_,

            Thanks for your reply.

            You would need to verify with the data providers how the provide the data. Some provider will provide it in different formats, the index only includes specific instruments, ect,

            Comment

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