When using Interactive Brokers, this can be expected. (see attached 'Example.jpg')
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Static SuperDOM bugs
Collapse
X
-
Originally posted by NinjaTrader_Kyle View PostHi Profitmake,
When using Interactive Brokers, this can be expected. (see attached 'Example.jpg')
So what causes your DOM unable to retrieve full level 2 data from IB?
Comment
-
Hi Profitmake,
I do not believe the issue is specific to IB, because I have seen it such with other data providers that market depth with stocks will only show one level.
You can check this by seeing if you are able to set the Show Market Depth to True, and see if it stays enabled, or if it reverts to False.Ryan O.NinjaTrader Customer Service
Comment
-
Originally posted by NinjaTrader_RyanOlson View PostHi Profitmake,
I do not believe the issue is specific to IB, because I have seen it such with other data providers that market depth with stocks will only show one level.
You can check this by seeing if you are able to set the Show Market Depth to True, and see if it stays enabled, or if it reverts to False.
Yes I believe this technical problem doesn't stem from the data provider. It's because we are able to extract full market depth successfully in Level 2 window or chart indicators etc.
So there is something wrong between DOM and the stock market depth.
Comment
-
Hi Profitmake,
Again, what you are seeing here is expected behavior. Stock instruments will show only 1 level of market depth in the DOM. For complete level II data, you will want to open a level II window as well.
I will, of course, forward your comments on this to my development team for further consideration.
Please let us know if you have any additional questions or if we may be of assistance with anything else.KyleNinjaTrader Customer Service
Comment
-
I know what you mean. I just wonder why it behaves in this way. I don't believe this is deliberately done by design. I guess there must be some technical difficulties which prevent us from getting full market depth in DOMs. I just want to know roughly what they are if you don't mind disclosing them.
By the way I don't think you would deem Level II window as a valid alternative. It's only a workaround at best. DOM serves a different purpose than Level II window. Traders do use DOM to trade stocks. Level II window couldn't replace it for that purpose.
To sum up I hope:
1. Static DOM can support all types of instruments too, not just dynamic DOM
2. Support stock level II data in DOM, similar to what IB's BookTrader can do.Last edited by Profitmake; 05-12-2010, 02:18 PM.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Javierw.ok, Today, 04:12 PM
|
0 responses
3 views
0 likes
|
Last Post
by Javierw.ok
Today, 04:12 PM
|
||
Started by timmbbo, Today, 08:59 AM
|
2 responses
10 views
0 likes
|
Last Post
by bltdavid
Today, 04:10 PM
|
||
Started by alifarahani, Today, 09:40 AM
|
6 responses
40 views
0 likes
|
Last Post
by alifarahani
Today, 03:18 PM
|
||
Started by Waxavi, Today, 02:10 AM
|
1 response
18 views
0 likes
|
Last Post Today, 03:03 PM | ||
Started by Kaledus, Today, 01:29 PM
|
5 responses
15 views
0 likes
|
Last Post Today, 02:56 PM |
Comment