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Level 2 Market depth not dispaying

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    Level 2 Market depth not dispaying

    hello,
    I trade US stock and have Ninja Trader connected to Interactive brokers. I have purchased level 2 data. Unfortunately, small stocks like SNDL do not display a depth map. Instruments such as Apple or Tesla do it without a problem. I contacted IB, sent them logs and got the following reply:

    " it looks like they are setting the exchange to SMART, but we can't see from the log if they are setting .isSmartDepth to true in their request for data
    this would be something to contact them directly about, as it may be a start to figuring out what is occurring
    the aapl request they used the exchange ISLAND directly, not SMART
    the same goes for tsla "

    Thank you in advance for fast reply .




    #2
    Hello t3chn0,

    While NinjaTrader is not able to use the "SMART" exchange as setting by default, you should receive Level 2 data as long as the instrument is correctly set up.

    The most common error is a missing exchange. By default, the instrument would only be set to the "Default" exchange, which would then miss Level 2 data.

    To correct this, please edit the created instrument directly and add the "NASDAQ" exchange to the "Default" one that should already be selected.

    Once you reconnect, please right-click the chart and "Reload all historical data". The instrument should then chart correctly.

    Please don't hesitate to let me know, should this not work!
    Manfred F.NinjaTrader Customer Service

    Comment


      #3
      Thank you for fast reply.
      Could you explain where I should add Nasdaq ?
      Normaly to add new instrument I am opening: new, chart then in data series window I write symbol and set stock.
      Do I missing something ?

      Comment


        #4
        Hello t3chn0,

        You may find this directly in NinjaTrader's instrument manager.

        As this is better explained in a short video I've recorded one for you and uploaded it to the following address:

        World's leading screen capture + recorder from Snagit + Screencast by Techsmith. Capture, edit and share professional-quality content seamlessly.


        Please don't hesitate to let me know, should you have any further questions!
        Manfred F.NinjaTrader Customer Service

        Comment


          #5
          Found it, problem solved.

          Thank you !

          Comment


            #6
            Click image for larger version  Name:	bandicam 2022-12-15 12-47-27-203.jpg Views:	0 Size:	229.9 KB ID:	1227724
            Hello, I am not able to get the price level colors to show up. Do my settings look ok?​

            My Data Feed is with Rithmic (LeeLoo)
            Last edited by binarytech; 12-15-2022, 12:00 PM.

            Comment


              #7
              Hello binarytech,

              Thank you for your inquiry.

              Your settings look line. I would contact LeeLoo directly and ensure that you are indeed enabled for Level 2 data.

              Please let us know if we may assist you any further.
              Zachary S.NinjaTrader Customer Service

              Comment

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