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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.Tags: None
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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
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Originally posted by NinjaTrader_Jim View PostHello 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.
TIA
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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
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