Level 2 data after hours from TD

[clabough]

Watching ATER Level 2 all day, it never filled to the full book. This seems like it would be affecting everyone. Can anyone see the full book on equities using Kinetick or am I paying for the full book that I can't benefit from?

[NinjaTrader_Jim]

Hello clabough,

I should clarify that the "letting it build" response would be specific for indicator functionality and is not fully relevant in this case.

However, going back to the Futures example with Rithmic, we see the full book is loaded, but not with my Kinetick test account.

You may be looking for NASDAQ TotalView instead of OpenView to be able to view the full book.

Some publicly available detail is included below:

https://www.nasdaqtrader.com/TraderNews.aspx?id=dn2017-4

https://support.quotemedia.com/support/solutions/articles/13000023255-nasdaq-depth-data-level-2-totalview-with-openview

Please also be sure your Level 2 window is set to load more price levels than the default 10. This is set from the right click > Properties menu.

I cannot say much for TDA as I am testing now, as I only see a bit of activity on ATER with price levels set to 100 in the Level 2 window. If you have gotten the Level 2 data loaded from TDA in NinjaTrader after changing the exchange to Nasdaq, and have other questions about what you see from TDA's API vs. in NinjaTrader. I will be happy to do some more digging.

I will be out of the office tomorrow, however, and will be returning to work on Monday.

[NinjaTrader_Jim]

Hello clabough,

I wanted to make a note here regarding the number of levels of depth present with Kinetick's Level 2 data.

The current API version of the connector has a limit of 10 levels, but there is a new API update from Kinetick's Market Data Source where 40 levels of depth would be supported.

An update for Kinetick will not make it into Release 25, but we hope to get this API update for Kinetick in a future release of NinjaTrader 8 in order to support 40 levels of depth through Kinetick.

[clabough]

NinjaTrader_Jim Thanks, but from the feedback I got from Kinectick, it sounds like this won't be the full book, just more depth on Level 2, or have you heard otherwise? I really would like the full book (i.e. Nasdaq Total View).

Kinetick told me "Kinetick offers NASDAQ OpenView for Level 2 equities data. TotalView is a separate Level 2 data service offered by the NASDAQ. Kinetick does not offer NASDAQ TotalView at this time."