Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Can no longer obtain more than one week of tick-level data on Kinetick data stream...

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    #16
    Awesome thanks.

    Could you offer some clarification as to what the 'Tracked Market Markers' does in the Level II right-click context menu? The help file doesn't really say.

    I've tried adding the market makers I see in TWS such as EDGE, AMEX, DRCTEDGE and so on but I don't see the entries from these market makers.

    The only thing that I can make happen with the 'Tracked Market Markers' is that when I select a market marker I do see data from (such as NASDAQ and SBSH) then these entries in the lower window appear black (lose their colors) and no other perceptible difference appears in any NT window.

    What does this functionality do?

    Comment


      #17
      The 'Tracked market makers' is used to visually track individual market makers within level II data. You would need data from these market makers in order to be able to track them using this feature. Here is an example of a Kinetick connection tracking 'nyse' and 'edga' (they're now highlighted in black):

      https://www.screencast.com/t/hru4VCqpmfZ
      Patrick G.NinjaTrader Customer Service

      Comment


        #18
        Hi Patrick, thanks again for the help!

        Was the link an actual screen cast (animation) or a single picture (I was only able to see the picture)

        If I understand correctly this feature won't be useful to me if I only pay for the NASDAQ data and the smaller market makers are not serialized from TWS to NT8.

        However I don't understand what 'tracking' does... does it break down (expand) the tracked market makers in the stacked level II bar chart (middle of L2 window) so that say a given bid or ask price would no longer coalesced into a single bar if a tracked market maker is in that bar (ie. tracked market makers always get their own bar and are not 'flattened')

        Or does it affect other windows (like SuperDOM) in NT8?

        Comment


          #19
          Just a still screenshot.

          Correct - this will not be useful for you.

          No, it simply visually highlights the lines of depth coming from that market maker.

          No, this feature is only available in the SuperDOM
          Patrick G.NinjaTrader Customer Service

          Comment


            #20
            Awesome. Thanks again Patrick for the prompt and expert help! You guys rock!

            I've verified from my strategy that I finally get data from OnMarketUpdate(). Hopefullly soon I'll be able to predict how the next few seconds will play out by unwrapping L2 data!

            Do you know if there's a limit as on how many instruments can simultaneously steam L2 data?

            Comment


              #21
              You're welcome! We're always happy to help.

              I believe the limit from Interactive Brokers is 3. I also believe you may be able to pay for more. I'd speak with Interactive Brokers support to learn more.
              Patrick G.NinjaTrader Customer Service

              Comment

              Latest Posts

              Collapse

              Topics Statistics Last Post
              Started by PeterAnderson, Today, 09:05 PM
              0 responses
              6 views
              0 likes
              Last Post PeterAnderson  
              Started by owenwong, Today, 06:34 PM
              2 responses
              21 views
              0 likes
              Last Post owenwong  
              Started by REI140205, Today, 06:17 PM
              0 responses
              13 views
              0 likes
              Last Post REI140205  
              Started by Gathem, Today, 06:06 PM
              1 response
              21 views
              0 likes
              Last Post Gathem
              by Gathem
               
              Started by tg1886, Today, 04:09 PM
              3 responses
              28 views
              0 likes
              Last Post NinjaTrader_ShawnB  
              Working...
              X