Level II problem

[Darth-Trader]

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/support_interactivebrokers.htm

But once I got everything setup I experienced the same problem this person is having:

http://www.ninjatrader-support2.com/vb/showthread.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.

[NinjaTrader_RJ]

Hello Dylan,

Thank you for your post.

I will test this and get back to you.

Thank you for your patience!

[NinjaTrader_RJ]

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.

[Darth-Trader]

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?

[NinjaTrader_RJ]

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.


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[Darth-Trader]

Thank you very much.