Connecting eSignal to NT with FX Market Depth data feed

[Lucius]

Hello,

I am trying to connect to eSignal as my primary data connection with NT. I have an eSignal subscription for Forex Market Depth.

I can connect to eSignal and when I view SuperDom or FX Pro, I don't see the eSignal L2 Market Depth data.

How do I configure the NT connection for eSignal so that NT will get the Forex Market Depth data feed.

I've attached a screen scrape of eSignal Forex Market Depth data I require.

Thanks in advance

[NinjaTrader_ZachS]

Hello Lucius,

Thank you for writing in.

Please send a note to support(at)ninjatrader(dot)com, with ATTN: Zach as the subject and a link to this forum post in the body. So I may further test your account connection on my end, can you please send me your configuration file?

• You will find your configuration file in the following directory:
• (My) Documents\NinjaTrader 7\config.xml

Once located, please attach the config.xml file to your email.

[Lucius]

Hello Zach,

I've sent config.xml to you.

Please let me know.

Thanks

[NinjaTrader_ZachS]

Hello,

Thank you for sending me that file.

I noticed in your account connection set up that you do not have a Level II server host specified.

• Please disconnect and go to Control Center -> Tools -> Account Connections
• Select your eSignal connection with a single left-click and select "Edit"
• Follow the wizard until you get to the "Account Information" screen
• Please enter "CM*.esignal.Com" next to Level II server host
• Finish the wizard
• Reconnect

Please let me know if you are still unable to receive market depth after specifying a Level II server host.

[Lucius]

Hello,

I updated the account connection as you asked. I now get a dialog box from NT that says "Login failed: Unable to connect to level2 host.

I am using the standard eSignal 10.6.2425.1208 (8/22/2011)

Please let me know. Thanks

[NinjaTrader_ZachS]

Hello,

Thank you for your response.

Typically, that error indicates that the account is not entitled for Level 2. Can you verify with eSignal that this has been enabled on your account?

Additionally, I noticed that you are using a version of eSignal that is different than the required version for NinjaTrader. The correct version can be downloaded at the connection guide at the link below.

http://www.ninjatrader.com/ConnectionGuides/eSignal-Connection-Guide

[Lucius]

Hello,

I had a chat with eSignal support and they tell me that Forex Market Depth does NOT come their Level II servers. Which is why they never enabled Level II access to their servers for me, because I don't need it.

Forex Market Depth comes directly from the "Data Manager" running as a windows tray item.

This explains why I can see Forex Market Depth in the eSignal charting product on my desktop (see the screen scrape I originally uploaded at 12:38pm)

There must be something else that needs to be configured in NT that will allow it to get the Forex Market Depth data from the Data Manger. I mean after all, I can already see the data in the eSignal desktop software, on my desktop now.

Can you please let me know.

[Lucius]

Hello,

By the way I did un-instal eSignal and re-installed the version of NT Help v10.6.2-12.1086(10/25/2010)

So the eSignal and NT software versions are aligned.

Please let me know.

[NinjaTrader_ZachS]

Hello,

Thank you for your responses. I apologize for the delay!

After looking into the issue, I was informed that even if the market depth is built into their data manager, Level 2 must be enabled for NinjaTrader to receive the market depth data. You could ask eSignal to enable it. Once it is enabled, we can conduct further testing if need be.

[Lucius]

Hello

When I was chatting with eSignal support an hour ago, I was worried about that very same possibility, that NT would not support eSignal Forex Market Depth WITHOUT some form of Level II subscription.

Can you please read what eSignal told me (below) and confirm what is the MINIMUM level II access I would require from eSignal, either NASDAQ or CME to access FOREX Market Depth.

Please let me know.

Here is an extract of what eSignal told me:

2:03:47 PM : Customer: I will check with Ninjatrader support about "Data Manager". But, what service subscription would I need to enable on eSignal to at least allow me to login into the Level II server ?


2:04:16 PM : Customer: Logging using Ninjatrader I mean...


2:06:01 PM : Agent - Interactive Data: Nasdaq level 2 or CME Level 2 would get you connected to a market depth server.


2:07:46 PM : Customer: How much $ would either of them be to turn them on ?


2:11:01 PM : Agent - Interactive Data: You would need to subscribe to the full exchange, so lets say you wanted CME Level 2 you would need to add the Full CME which would cost $95. If you wanted Nasdaq the exchange fee is $9 and level 2 cost $12.


2:11:36 PM : Agent - Interactive Data: http://www.esignal.com/exchanges/def...canRegions&tc=


2:11:49 PM : Agent - Interactive Data: You can scroll down to the market depth section there to see the prices.

[NinjaTrader_ZachS]

Hello,

Thank you for your response.

As long as you have access to the level 2 server, you should be able to view your market depth. There is not a specific minimum on NinjaTrader's end.

[Lucius]

Hello,

I added Nasdaq Level I & II to my eSignal subscriptions
I changed eSignal account connection to include LEVEL II signon to CM*.esignal.Com

I connected to eSignal with no problems on the log, AND Forex Market Depth still does NOT work.

I still have no Forex Market Depth in NT Dynamic SuperDOM or FX PRO.

I tried opening properties of Dynamic SuperDOM and selecting "Show Market depth" to TRUE. But as soon as I did select true, NT changes back to FALSE immediately

Please help. This is getting really frustrating.

[NinjaTrader_VinceB]

Hello Lucius,

We understand that you want to use the Level II data for Forex, however although eSignal provides Level II data for Forex, we are unfortunately not able to use this in our software.
A broker who does provide the Level II data for Forex to us is MB Trading.

Furthermore, please see the following about the FX Pro window and the info about Level II data:

http://www.ninjatrader.com/support/helpGuides/nt7/overview.htm

What I will do is to forward your request to our development team and ask if they can add it to the list of Feature Requests and provide it with a tracking ID #.

[Lucius]

Hello Vince,

I currently use Interactive Brokers and they too support Level II FX and I can see it in the FX Pro Window. But only Level II for IB, no other market makers.

Too bad it wasn't made clear that eSignal Level II FX is currently not supported by NT before I made the changes to my eSignal subscription. This FX Level II venture has cost me $, and now I have to undo the changes I made to my eSignal subscription.

I would appreciate it if you would forward the request to development and that it would be considered for a future release.

eSignal Level II FX ask & bid data from a large number market makers would provide a much wider view of Market Depth, and I would leverage it using C# Ninjascript. Currently eSignal supports over 20 market makers for FX Level II.

For the moment Ninjatrader will only allow me to see 1 broker, Interactive Brokers.

Thanks for clearing this up.

[NinjaTrader_VinceB]

Hello Lucius,

Your request has been passed on to development.

In addition, next to IB, MB Trading also provides Level II data for Forex.