Thanks in advance for the clarification!
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NinjaTrader
Market Depth Data vs DOM Data
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Kate W.NinjaTrader Customer Service
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Thanks NinjaTrader_Kate,
I was referring to the Depth Chart, actually... so in the visual below, for example, there is data for +/- 20 index points (80 levels of depth); my question is where does that data come from and how is the data "controlled" in the sense that in the DOM there are10 levels per side visible but obviously for the Depth Chart you need data beyond those levels of depth to construct the Depth Chart...
Thanks so much.
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Hello TheFil,
Thank you for your clarification.
I did some digging, and it appears that for certain instruments, if you're using a CQG based connection, more than 10 levels are available. In my testing with NinjaTrader Continuum, which is CQG based, CL and ES specifically have more levels than say, NQ. What you're seeing is all of those price levels coming through.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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