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Level II problem

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    Level II problem

    Hello, my name is Dylan and I'm a little bit frustrated with this problem I'm having.

    I have NT 6.5.1000.11 running in simulated mode. The broker I'm using is Interactive Brokers and I have TWS 892.7 and I'm using a paper trading account. It appears as though I have everything setup as I should. I followed the instructions here:
    http://www.ninjatrader.com/webnew/su...ivebrokers.htm

    But once I got everything setup I experienced the same problem this person is having:
    http://www.ninjatrader-support2.com/...ad.php?t=17051

    I hate to make a new post on the same issue, but that one doesn't seem to be going anywhere and I will be remaining active on the forum 'till then so here goes.

    Basically I don't receive all of Level II in NT. I DO receive it all in TWS. I've exhausted my resources thus far and have yet to fix it. If you need any information at all let me know and I would be more than happy to post back quite promptly with what you need.

    Thank you.

    #2
    Hello Dylan,

    Thank you for your post.

    I will test this and get back to you.

    Thank you for your patience!
    Ray S.NinjaTrader Customer Service

    Comment


      #3
      Dylan,

      We checked with IB support. This is expected as the TWS API connection only supports one exchange/ECN at a time.
      You see more information in TWS because they mix data from the different ECNs.
      Ray S.NinjaTrader Customer Service

      Comment


        #4
        Originally posted by NinjaTrader_RJStein View Post
        Dylan,

        We checked with IB support. This is expected as the TWS API connection only supports one exchange/ECN at a time.
        You see more information in TWS because they mix data from the different ECNs.
        So what you're telling me is that I can't get all level II data in NT? How can I get all of the data? It's currently untradable. Let me know what I need to do. I would like to get live on NT, but unless I fix this there is no way that can happen.

        Got any suggestions?

        Comment


          #5
          Originally posted by Darth-Trader View Post
          So what you're telling me is that I can't get all level II data in NT? How can I get all of the data? It's currently untradable. Let me know what I need to do. I would like to get live on NT, but unless I fix this there is no way that can happen.

          Got any suggestions?
          Since the IB API only allows one ECN through at a time, unfortunatelly there is no work around.
          To get full level 2 data, you will have to use another data provider.


          Barchart.com (subscriptions starting at $45/monthly):
          https://www.barchart.com/register/realtime/?ID=NJA

          IQFeed offers a 7-day free trial for NinjaTrader users.
          https://www.iqfeed.net/ninjatrader/i...&promo=1717496

          eSignal promotional rate for NinjaTrader clients:
          http://www.ninjatrader.com/webnew/eS...ialNinja08.pdf
          Ray S.NinjaTrader Customer Service

          Comment


            #6
            Thank you very much.

            Comment

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