Market Analyzer, DOM, & Level II Simultaneously

[dan_public]

I can't find a way to get Market Analyzer, Super DOM, & Level II working simultaneously. IB is my broker, and IQFeed provides historical and real-time data.

IB's API supports paper trading and live accounts, but... Their API starts throwing errors when trying to get historical data. And with real time data for a list of symbols in Market Analyzer, a charts open chart, Level II, and SuperDOM open, the data flow chokes randomly. I.e. after clicking a symbol in Market Analyzer, nothing changes for awhile.

IQFeed real-time and historical data is fast and reliable. Much better than IB. Market Analyzer updates quickly and clicking a symbol in MA results in almost instant updating of all charts, level II, order ticket window and all other windows. That is with one exception - the (less than) Super DOM window.

It looks like the only option in the Super DOM window is to choose a brokerage account. I.e. no Level II data from a data vendor. And for Level II data, my IB account would need a Level II subscription (not there currently).

It looks like the only option to get Level II data in the Super DOM windows and good quality, Level II data in other windows is to pay for a Level II feed from both IQFeed AND IB. This wastes money on duplicate data.

How can I use Level II data from IQFeed in the Super DOM window but execute orders against IB? Any way around this?

Thanks,

Dan.

[NinjaTrader_Jim]

Hello Dan,

Thanks for opening the thread.

It is not possible to assign a preference for Level 1 or Level 2 data from different providers, but you can set preference for the incoming Real Time and Historical Data.

This can be set in the Control Center from Tools > Options > Market Data > General. Here you can set a preferred provider for incoming data. Order submissions will still go to the account selected for the order submission.

You can read more about setting these options here: https://ninjatrader.com/support/help...onnections.htm

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

[dan_public]

Hello Dan,

Thanks for opening the thread.

It is not possible to assign a preference for Level 1 or Level 2 data from different providers, but you can set preference for the incoming Real Time and Historical Data.

This can be set in the Control Center from Tools > Options > Market Data > General. Here you can set a preferred provider for incoming data. Order submissions will still go to the account selected for the order submission.

You can read more about setting these options here: https://ninjatrader.com/support/help...onnections.htm

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

Jim,

I think there is a disconnect here. In the Control Center > Tools > Options > Market Data > General, I have set up the preferences for ALL Index and Stock data - historical and real-time - to come from IQFeed. No where else. And IQFeed is properly set up to provide Level II data.

Level II data shows up in the Level II window but does NOT show up in the SuperDOM window. Why? Is this correct behavior? Any workarounds?

Regards,

Dan.

[dan_public]

Additional data

Something seems amiss...

As a test, I decided to add a Level II subscription to my IB account. A chat with IB support folks confirmed that Level II was active.

Since it's after hours, it's a bit difficult to tell, but using AMZN as a test...

• Setting up options and connections to pull IB data only, SuperDom window looks like it's only pulling Level I data. The Level II window shows Level II, Price Level 1 data only.
  
• Switching everything to IQFeed data, the SuperDOM window shows Level I data, but the Level II window shows Level II, Price Level 1 and Price Level 2 data.

Changing to CBAY showed similar results:

• IB data was the same. SuperDom window showed Level I data only and the Level II window showed Level II, Price Level 1 data only.
• IQFeed changed slightly. SuperDom window displayed only Level I, Price Level 1 data only, but the Level II window showed Level II, Price Levels 1 through 4 data.

I don't know exactly what I should see, but this seems strange. Initial testing seems to indicate that the IQFeed is passing Level II data through to the Level II window while IB is not.

I'll repeat my tests tomorrow with the same symbols while the market is open and report them here. Note that all properties in the Level II and SuperDOM windows unchanged from the default .

Regards,

Dan.

p.s. the terms "Level I and II" and "Price Levels" are a bit confusing, but I've tried my best to state this clearly.

[NinjaTrader_Jim]

Hello dan,

Thanks for providing detail on this matter.

Level 2 data from equities is not currently supported in the SuperDOM. As a test, you can look at a futures contract on the SuperDOM window to see if Level 2 data is coming through. The only way top view it for now would be in the Level 2 window.

We are tracking interest with this in a feature request and I will submit a vote for you on your behalf. That feature request has the ticket ID SFT-2263 which will be listed in the Release Notes page of the help guide when a release contains implementation. As feature requests are filled at the priority of the development team, we cannot offer an ETA.

Release Notes can be found here: http://ninjatrader.com/support/helpG...ease_notes.htm

If there is anything else I can do to assist, please let me know.

[dan_public]

Hello dan,

Thanks for providing detail on this matter.

Level 2 data from equities is not currently supported in the SuperDOM. As a test, you can look at a futures contract on the SuperDOM window to see if Level 2 data is coming through. The only way top view it for now would be in the Level 2 window.

We are tracking interest with this in a feature request and I will submit a vote for you on your behalf. That feature request has the ticket ID SFT-2263 which will be listed in the Release Notes page of the help guide when a release contains implementation. As feature requests are filled at the priority of the development team, we cannot offer an ETA.

Release Notes can be found here: http://ninjatrader.com/support/helpG...ease_notes.htm

If there is anything else I can do to assist, please let me know.

Jim,

Thanks for the feedback. This is unfortunate and a limitation for me.

Regards,

Dan.