Level 2 - market depth

[PeterPan]

Hello Ninjatrader team

is it possible to show the accumulated ammount of aviable contracts in level 2 / market depth as shwon in attachment?

Greetings and thank you

p.s. if not can you implement that?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

This option is not currently available within the Level II window however I have forwarded this to our development team as a suggestion on how we can improve the NinjaTrader platform. Once this suggestion has been input into our tracking system I will forward you the assigned ID number for tracking.

If you are using the SuperDOM you may see the cumulative volume for the Buy and Sell column by right clicking within the SuperDOM-->Properties-->Show cumulative depth-->Set to True-->Click Ok.

Please let me know if I may be of further assistance.

[NinjaTrader_ChristopherJ]

This request has been submitted to our development team and has been assigned ID #1654 for tracking.

Thanks again for your suggestion and please let me know if I may be of further assistance.

[PeterPan]

Hello ChristopherJ

Thanks for the information.
It would be really great if you can implement the feature because you really can see the buying or selling power.
(so far this i really miss...)
in the attachment you can see that buying and selling power (here double the ammount! and you can not see that in the super dom nor in your level2...)
but it is not important how many accumumlated contracts where bought as you suggested in the super dom (80 buyings could be real buying or just a short cover.. so its not so important because you dont know what it is.)

greetings

[PeterPan]

Hello ChristopherJ
How can i track? (the id#1654)

greetings

[NinjaTrader_ChristopherJ]

In order to receive an update on this development request please send an email to [email protected] for any available updates and please include the tracking number within your message as well.

[PeterPan]

Thanks for your reply

I wanted a long time to go and trade with ninjatrader - but so far this missing accumulated level2 market depth always stoped me.
Why? If you want to open up a new position you dont know in a bigger market if you are running against a wall (lets say you want to buy -open a new position- and you have in the ask side accumulated 30000 contracts and in the bid side only 15000 - then you take a high risk which could be avoided!. with the accumulated level2 you see the barrier!

Hope this future will be coming soon.

Thank you for your assistance

greetings

[seeker]

Hello,

I would highly appreciate it if this feature would be implemented soon as possible (thanks PeterPan for your posting).

But the number of Orders (per limit, pls. see the brackets at the picture from PeterPan) are just as important.
So it should be realized too. Because it seems to be the only way to see, what is a fake-order and what is real.

Thank you,
seeker

[PeterPan]

I now have NT Live.
And as look into the Supper Dom there are now 6 Levels.
Is the 6th level the rest of bid or ask of market depth level2? (meaning market depth 6 to 10 accumulated)

Thank you

greetings

[NinjaTrader_ChristopherJ]

The 6th level that is displayed will represent the cumulative volume for the 5 rows of Market Depth within the Buy or Sell column.

[PeterPan]

well thank you very much for the answer.
it is not completely correct (the adding) but almost.
If you now in the next update will integrate all levels (1 to 10) plus the cumulative volume for all 10 levels (in the 11th row)
it would be perfect.

greetings

hope you will implement soon

[NinjaTrader_ChristopherJ]

I apologize I meant the cumulative number of contracts as apposed to volume.

The request for 10 levels of depth and the 11th cumulative has been submitted to our development team and has been assigned ID #312 for tracking.

Thanks again for your suggestion and please let me know if I may be of further assistance.

[PeterPan]

thank you

can´t wait for the update on this issue

greetings

[ryanseitz]

The video at this link: http://www.youtube.com/watch?v=dr1-69AMz84
This guy seems to be able to do a lot with market depth and BidVol/AskVol.
Not sure on the cost but it may be worth checking out, depending on everyone's programming skillz maybe something free can be developed by members to help until NT improves on that part of the platform!

[Andrew 17]

Cumulative Data

I apologize I meant the cumulative number of contracts as apposed to volume.

The request for 10 levels of depth and the 11th cumulative has been submitted to our development team and has been assigned ID #312 for tracking.

Thanks again for your suggestion and please let me know if I may be of further assistance.

I'm just following up this post to see if the request for 10 levels of depth and the 11th cumulative have been completed and are now available on NinjaTrader. Thanks.