Not seeing Market Depth on SuprtDOM with Interactive Brokers as Data Feed Provider

[trader-ap]

I have NASDAQ TotalView-OpenView - Trader Workstation level 2 market depth subscription on Interactive Brokers TWS.

Interactive Brokers displays the level 2 market data natively on TWS but I don't see this depth on SuperDOM even though I have Show Market Depth ticked in SuperDOM properties with # of market depth levels set to 10 when connected to Interactive Brokers as the market data provider.

TWS is showing Level 2 depth for all exchanges (Nasdaq, DRCTEDGE, IEX, ARCA, BATS etc) but none of this is showing on SuperDOM apart from the best bid and best offer.

[NinjaTrader_Emily]

Hello trader-ap,

Thank you for reaching out.

We have merged two of your posts as they were duplicate inquiries. Moving forward, please refrain from posting multiple times for the same item within the forums. Viewing level 2 data for equities in the SuperDOM is still unsupported at this time. There is a note in our help guide that states "To view market depth for equities the Level II window must be used."

There are still open feature requests regarding level 2 data from Interactive Brokers, SFT-4414 and SFT-4415. I would be glad to add your vote to these requests if you'd like.

Please let me know if I may be of further assistance.

[trader-ap]

Thanks, partially resolved.

In order to get some US Equities Level 2 market data into Ninja Trader Level 2 window, I had to subscribe to "NASDAQ TotalView-OpenView EDS" ($1 / Month) on the Interactive Brokers side which "provides depth for NASDAQ traded securities for enhanced display usage." in addition to a subscription to "NASDAQ TotalView-OpenView" ($16.50 / month).

However it looks like the Ninja Trader side is still not bringing in the full set of Equity exchanges apart from Nasdaq

I moved your thread to the NinjaTrader 8 forums.

After further research, I've discovered that this is a known limitation of the NinjaTrader platform when using Interactive Brokers as your source of data. Only the primary market maker (in this case NASDAQ) can be pulled into the platform with the current API configuration.

There is also a known limitation of NinjaTrader that even if you received multiple market makers (like Kinetick can provide, for example), these multiple market maker's level II data isn't combined as one would expect.

Both of these items obviously have room for improvement in the platform. I have submitted these as a feature requests to the Development Team. The internal tracking number for your feature request are:

• SFT-4414
• SFT-4415

Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes:

http://ninjatrader.com/support/helpG...ease_notes.htm

https://interactivebrokers.github.io...ket_depth.html

For anyone else experiencing this issue, it might be easier to keep the TWS Level 2 window open and manually enter the relevant symbol into it when you wish to see full Level 2. Also please add your vote for SFT-4414 and SFT-4415.


Emily, Thanks for your help and yes please could you add my vote to SFT-4414 and SFT-4415.

[trader-ap]

[NinjaTrader_Emily]

Hello trader-ap,

Thank you for your reply.

Your vote has been added to SFT-4414 and SFT-4415. Please reference those internal tracking numbers when contacting Platform Support if you ever have questions regarding these feature requests.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm

I just saw your previous replies regarding the additional data subscription and am now editing my previous response. I am glad this partially resolved your inquiry. At this time, only Level II equities data from the primary exchange will appear as has already been mentioned in the forum threads you previously linked. The feature requests SFT-4414 and SFT-4415 aim to address this and allow Level II data from other exchanges as well.

Please don't hesitate to reach out if we may be of further assistance.