1) i have strategy that uses the DOM book to make decisions, can i access the full dom through NT? (i know i can through cgq api)
I can see there is a OnMarketDepth and MarketDepthEventArgs, but i can't see how to access the DOM (for example 3 levels higher than best current ask)
2) i want to record the DOM at the highest frequency to create my own hostorical data with bid/ask/volume for the full dom. CQG has a "ondomchanged" event, is the ontick even the highest frequency event in NT, if so what is triggering this?
Thanks and regards.
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