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APQ in Superdom

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    APQ in Superdom

    I've added the APQ column to my SuperDom, but it is blank. I have top of market data so the number of existing bids and asks in queue is visible in TWS and in NT8.
    Trading VIX Nov 20 '19 contracts via interactive brokers if that makes a difference.
    Any known issues on this or other reasons I shouldn't be seeing a value there?


    #2
    What version of TWS are you using?

    What order type(s) are you submitting? I would expect that limit orders would appear with an APQ value, but not other order types. Here is an example:

    https://www.screencast.com/t/t7w9KLFp5Ch

    Please clarify - do the resting orders themselves appear in the SuperDOM, but not APQ value is shown at those levels? Or do you not see any orders or APQ values?

    Patrick G.NinjaTrader Customer Service

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      #3
      All limit orders. The resting orders appear but not the APQ value.

      Comment


        #4
        What version of TWS are you using?

        Did you initiate the order from TWS or from NinjaTrader?

        Are you trading to the connected Interactive Brokers account or the Sim101 account?

        Can you provide a screenshot which shows what you're experiencing (similar to my screenshot of the entire SuperDOM)?
        Patrick G.NinjaTrader Customer Service

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          #5
          TWS 973
          I've tried initiating from both TWS and from the SuperDOM screen.
          I've used both SIM 101 and IB to initiate orders.
          Not sure if I added this picture appropriately.

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            #6
            Used SIM101 so I don't post my account # but this looks the same as when using my actual account.
            Attached Files

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              #7
              In your screenshots, it appears that you're not receiving any level II data. Level II data is required for APQ to function as it shows your position relative to the resting orders at that price level. Are you subscribed for level II data in your Interactive Brokers account? If not, you'll need level II subscriptions.
              Patrick G.NinjaTrader Customer Service

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                #8
                If I am receiving the bid ask and the size (note that it shows the size at the bid and ask), wouldn't that imply that if I place a limit order at the bid or ask that data should be available? I would agree with you for trades far off market.

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                  #9
                  That is a fair assumption but the APQ requires level II data to function, not just level I data at the ask/bid.
                  Patrick G.NinjaTrader Customer Service

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                    #10
                    OK guessing it pulls directly from the lvl 2 data that makes sense thanks.

                    Comment


                      #11
                      Subbed the lvl 2 data and working now. Thanks

                      Comment

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