I use both Esignal and IB in case that makes a difference.
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NinjaTrader
Nasdaq TotalView and NYSE OpenBook
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I assume the Level 2 Data feed is supported even though it's not listed?
Isn't Totalview just an enhanced version of Level 2? ie. you get more rows of the same type of data(multiple rows for the same MM)
If you subscribe to Totalview and then implement the method below in an indicator, will you not get those "extra" rows that TotalView provides?
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
Print("The most recent ask change is " + e.Price + " " + e.Volume);
}
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