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How to access Level II depth-of-market data with an IB data feed...

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    How to access Level II depth-of-market data with an IB data feed...

    Hello awesome NinjaTrader gurus!

    I have an Interactive Brokers account with a working real-time data feed connected to NT8.

    In the IB software I'm able to see the level II data fine when I click a US stock equity, but cannot see any information in the 'Level II' window of NT8.

    NT8 does display the real-time stock price action but the 'Level II' window is always blank and the SuperDOM window only has one depth to the bid and ask columns. (When I disconnect the IB data feed and select simulated data feed both of these windows come to life with full depth-of-market data.

    What can I do to correct this?

    #2
    The behavior you're describing in the SuperDOM is expected. Level II data for equities cannot be displayed in the SuperDOM. Please see the note on this page (page below is for NinjaTrader 8, but the same is expected and true in NinjaTrader 7):

    https://ninjatrader.com/support/help...eLadderDisplay

    So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)
    • What version of TWS are you using?
    • What instrument are you viewing in the Level II window? For example, AAPL
    • Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      So if I understand correctly the SuperDOM should remain 'flat' (without depth of market info on US equities) but the 'Level II' window should display data?

      Here is my info
      - NT8 version: 8.0.18.1 64-bit
      - TWS version: TWS Workstation 973
      - Instruments that fail to display level II data: AAPL, AMD, MSFT, BABA, IPHY and many more!
      - No errors that I recall in the NT8 log, but I can double check TWS if there is anything.

      On IB I have purchased the real-time data for US equities (around $4.50 per month I seem to recall) and as I've mentioned in first post I do get the Level II bid / ask data in TWS but not in the 'Level II' window of NT8.

      Could it be I need to purchase a more expensive 'Level II' data package from IB so it can export its level II data from TWS to NT8?

      Thanks for the help! I really need Level II for momentum trading!

      JP

      Comment


        #4
        Yes, I would expect Level II data for equities to appear in the Level II window.

        You would definitely need a level II data subscription on your Interactive Brokers account for level II data to appear in NinjaTrader 8. I would expect built in instruments like AAPL to work when you have to appropriate subscriptions.

        I am not quite sure if the data subscriptions to get things functional in Trader Workstation are different than what they would be for use in NinjaTrader. Before actually changing your subscriptions, please reach out to Interactive Brokers and confirm what you would need in order to receive level II data in a third party API application (NinjaTrader). Please let me know what IB support reports.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Ok thanks for checking on this.

          I'll discuss this issue with IB and will let you know what they recommend.

          Comment


            #6
            FYI... post for IB tech support... hopefully they will find what is wrong!

            --------------

            Hello awesome IB tech support people!

            I have a funded IB account and paid for a real-time US stock equities data feed.

            I see the 'Level II' depth-of-market data for US equities in IB Workbench but I cannot see the same information in my NinjaTrader8 'Level II' window.

            First working with the NinjaTrader tech specialists, they told me that if I see the data in IB workbench that I should also see the data in NinjaTrader8 but after hours of trying everything that I could I'm still not able to see Level II data in NinjaTrader 8.

            I have purchased the $4.50 package for real-time data streaming and I do see the data in IB Workbench. Could it be that I need to purchase another package so the Level II data is made available to an external tool like NinjaTrader8 via your Workbench API?

            Any help would be greatly appreciated! I badly need Level II data for momentum trading!!

            Jean-Pierre

            P.S. If you need more info my post on the NinjaTrader8 forums is at https://ninjatrader.com/support/foru...n-ib-data-feed

            Comment


              #7
              I still haven't heard from IB... I don't know what's wrong.

              Comment


                #8
                As a Interactive Brokers client, you should have access to their chat or phone support. I am not sure what method you used, but I'd suggest trying a different avenue to get the answer we would need to continue.
                Patrick G.NinjaTrader Customer Service

                Comment

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