Is it doable for Ninjatrader 8 to get Level 2 data fed from TDAmeritrade?

[localappleseed]

From the forum I saw many people have successfully got level 2 data from IB or Kinetics using OnMarketDepth(), instead I need to trade on TDAmeritrade and I like to use Level 2 data from TDAmeritrade using OnMarketDepth(), is this doable? Thanks.

[NinjaTrader_Jim]

Hello localappleseed,

Thanks for your question.

Yes, Level 2 data can be read from OnMarketDepth with TDAmeritrade. We wont see much information in the SuperDOM with equities because there are multiple market makers and exchanges, but you can differentiate this with OnMarketDepth.

We look forward to assisting.

[wishing]

Hello localappleseed,

Thanks for your question.

Yes, Level 2 data can be read from OnMarketDepth with TDAmeritrade. We wont see much information in the SuperDOM with equities because there are multiple market makers and exchanges, but you can differentiate this with OnMarketDepth.

We look forward to assisting.

Hi Jim would you please elaborate on how to do this within NT8 using TDAmeritrade?
TIA

[NinjaTrader_Jim]

Hello Wishing,

OnMarketDepth and MarketDepthEventArgs documentation can be found below.

OnMarketDepth - https://ninjatrader.com/support/help...arketdepth.htm

MarketDepthEventArgs - https://ninjatrader.com/support/help...heventargs.htm

An example that uses OnMarketDepth can be found here - https://ninjatrader.com/support/help...vel_ii_dat.htm

From this method, you can check the MarketMaker string of MarketDepthEventArgs.

We look forward to assisting.