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superdom - 5 bids & 5 asks, yet in IB there is 10 bids & 10 asks

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    superdom - 5 bids & 5 asks, yet in IB there is 10 bids & 10 asks

    I use IB data.

    In IB market depth window I see 10 bids and 10 asks - however in the superdom I see only 5 bids and 5 asks. Is this a setting?

    #2
    Hi,

    We only show 5 levels of Market Depth. You can add a sixth which then will be the cummulative depth, so a summary of the 5 levels.
    Vince B.NinjaTrader Customer Service

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      #3
      How about from an automated strategy? How many levels can I access then?
      Also, what method do I use?

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        #4
        It would still be 5. We don't display more.

        Not sure what method(s) you are talking about.
        Vince B.NinjaTrader Customer Service

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          #5
          I was referring to the OnMarketDepth() API method - how many levels does this access?

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            #6
            broadbear,

            You will get the same number of levels seen on the SuperDOM even through programming.
            Josh P.NinjaTrader Customer Service

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              #7
              I have made indicators that the user can select up to ten levels, so yes it is possible and I think Josh maybe is just having a little brain cramp
              (I believe Josh is saying you cannot add more depth to the DOM through programming)
              Last edited by eDanny; 01-22-2010, 01:08 PM.
              eDanny
              NinjaTrader Ecosystem Vendor - Integrity Traders

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                #8
                Hi Danny - thanks for the tip. Any ideas on how to backtest using OnMarketDepth()?

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                  #9
                  eDanny, you are correct. Thanks for clarifying.

                  broadbear, you cannot backtest to OnMarketDepth() since it is a real-time method only.
                  Josh P.NinjaTrader Customer Service

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