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Prevent "get_order_book error: 13" error (if no level II available)?

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    Prevent "get_order_book error: 13" error (if no level II available)?

    Is there a way to prevent the get_order_book error: 13 error if the connection doesn't support level II data?

    Something like
    Code:
    #if MarketDataIsSupported
    protected override void OnMarketDepth(MarketDepthEventArgs e)
    {
     ...
    }
    #endif
    Attached Files

    #2
    Hello Heart,

    There is not a way to prevent that error if you try to make a subscription to level 2 data by using the override. To resolve this, you will want to reach out to your broker or market data provider and let them know that you would like Level 2 market data for the instruments that you are looking at and trading.​

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