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General Programming General NinjaScript programming questions.

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Old 05-01-2008, 02:06 PM   #1
maxima
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Default How real real-time DOM and TS ?

Hi guys,

can you please confirm that every print in T&S is one actual deal (or is it amalgamation of few within some "refresh" interval)?

Same question about DOM changes.

I use IB connection.

Do you print everything what data provider sends you or you do some amalgamation?

If I use events like OnMarketDepth or OnMarketData - are they provide same level of details as NT DOM and TS windows or better?

Thank you
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Old 05-01-2008, 02:07 PM   #2
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We print every trade event given to us by whomever we are connected to. We do not manipulate this data once it hits NT.
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Old 05-01-2008, 02:11 PM   #3
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thank you . . .
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Old 05-01-2008, 02:30 PM   #4
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Actually Ray,

can you please tell (from your experience) who provides more than 5 levels in depth and IDs of MM, ECNs etc on US, UK and European future markets? (compatible with NT I mean).
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Old 05-01-2008, 02:51 PM   #5
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Boy...I really could not tell you since we support so many providers and markets etc...
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Old 05-01-2008, 02:54 PM   #6
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I understand
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