APQ in Superdom

[RandanAL]

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?

[NinjaTrader_PatrickG]

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?

[RandanAL]

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

[NinjaTrader_PatrickG]

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)?

[RandanAL]

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.

[RandanAL]

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

[NinjaTrader_PatrickG]

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.

[RandanAL]

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.

[NinjaTrader_PatrickG]

That is a fair assumption but the APQ requires level II data to function, not just level I data at the ask/bid.

[RandanAL]

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

[RandanAL]

Subbed the lvl 2 data and working now. Thanks

[JMont1]

APQ is not working with the micros. I have level 2 continuum data. It works with the mini but not the micros.MES, MNQ M2K...

[NinjaTrader_PatrickG]

JMont1 , I cannot reproduce what you're reporting when placing orders to the Sim101 account on a micro instrument while connected with level II data. Here is a short video:

• https://www.screencast.com/t/eg4Agdrz6yC

If you perform the same steps as in the video, what occurs?

Please also answer these general questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)
• Who are you connected to? This is displayed in green on the lower-left corner of the Control Center window.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[JMont1]

I am using the latest version 8.0.25.0 64 bit connecting to Ninjatrader Continuum. But I just tested again and found that APQ will ork if I place he order wihin the levels that are showing level 2 data on the SuperDom. But if I place an order further away than the 10 levels showing then it does not fill an APQ.. Even when the DOM moves to where that sitting order is placed APQ does not react.
No errors on screen or in log.

[NinjaTrader_PatrickG]

JMont1 , this is expected. NinjaTrader needs to know what the current market depth value is to estimate your order's position in the order queue. If it doesn't have that information, it cannot estimate the position. If the order then moves within the available market depth range for your adapter, it would be impossible to accurately estimate your position in that queue without that starting value.

Some adapters provide more market depth than others, and NinjaTrader Continuum provides more than 10 levels on very limited instruments, but there will never be a way to see APQ without placing the order within the current Market Depth range.