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Is it doable for Ninjatrader 8 to get Level 2 data fed from TDAmeritrade?

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    Is it doable for Ninjatrader 8 to get Level 2 data fed from TDAmeritrade?

    From the forum I saw many people have successfully got level 2 data from IB or Kinetics using OnMarketDepth(), instead I need to trade on TDAmeritrade and I like to use Level 2 data from TDAmeritrade using OnMarketDepth(), is this doable? Thanks.
    Last edited by localappleseed; 08-18-2020, 10:42 AM.

    #2
    Hello localappleseed,

    Thanks for your question.

    Yes, Level 2 data can be read from OnMarketDepth with TDAmeritrade. We wont see much information in the SuperDOM with equities because there are multiple market makers and exchanges, but you can differentiate this with OnMarketDepth.

    We look forward to assisting.

    JimNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jim View Post
      Hello localappleseed,

      Thanks for your question.

      Yes, Level 2 data can be read from OnMarketDepth with TDAmeritrade. We wont see much information in the SuperDOM with equities because there are multiple market makers and exchanges, but you can differentiate this with OnMarketDepth.

      We look forward to assisting.
      Hi Jim would you please elaborate on how to do this within NT8 using TDAmeritrade?
      TIA

      Comment


        #4
        Hello Wishing,

        OnMarketDepth and MarketDepthEventArgs documentation can be found below.

        OnMarketDepth - https://ninjatrader.com/support/help...arketdepth.htm

        MarketDepthEventArgs - https://ninjatrader.com/support/help...heventargs.htm

        An example that uses OnMarketDepth can be found here - https://ninjatrader.com/support/help...vel_ii_dat.htm

        From this method, you can check the MarketMaker string of MarketDepthEventArgs.

        We look forward to assisting.
        JimNinjaTrader Customer Service

        Comment

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