We need to build a complete "Order Book" similar thats usually usage in B3 (Brazil).
The all platforms here in Brazil show to traders the complete Order Book (Image atached) each order included the brokerage firm ID who sent the order.
Questions:
1 - I have already studied the entire MarketDeph method and have no way to rebuild the "order book" correctly with the method. Therefore I need to access Level II order by order before the system grouped into price levels.
2 - Here in Brazil each on the BooK "executed order" and each "posted order" has the ID of the broker that sent the order. Exist some way to access this information in MD?
For NinjaTrader 8 to have acceptance of the Brazilian traders would be very important to have access to the complete book with the brokerages.
Thanks
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