IB: Level II / T&S Data not showing up in NT

[Spiderbird]

Hi all,

I can't seem to get NT to recognize some Level II / Time & Sales data for which I have a subscription for. I can see both of these in IB via Mosaic View, but can't get them to populate NT's Level II and Time and Sales windows.

What should I be checking to ensure that I'm seeing that data within NT?

Thanks in advance!

[NinjaTrader_Kyle]

Hello Spiderbird,

Thank you for your post.

Which version of NinjaTrader are you using? (Help > About)

Which build of Interactive Brokers' TWS are you using? (Help > About Trader Workstation)

If the same instrument is selected within the Orders tab of the Control Center window do you see updates to bid, ask and last price or is 'n/a' reported in these fields?

[Spiderbird]

Hi Kyle!

Basically all the versions that are outlined in the Connection Guide to IB y'all have posted. They are:

IB: Build 944.3
NT: 64-bit, 7.0.1000.26

Bid/Ask/Last all are updating in real time.

[Spiderbird]

Okay, I'm not paying attention...

Right clicking on the Level II and Time & Sales and picking a security makes the data show up in each. However, in Level II, the Ask/Bid/Last is showing up fine, but nothing for the other three sub-windows (Price/Depth/Size, ID/Price/Size/Time in either window).

Help?

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

Since assigning the instrument to the Level II window, have you seen a change in Last Price? Because the window does not display historical data a price change would be required before an update is printed within the window.

[Spiderbird]

Hi Kyle,

The last price in the Level II window is indeed changing in real time.

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

In this case I would recommend that you contact Interactive Brokers support to verify that you are authorized for level II data on this instrument as it appears that only level I data is available currently.

[Spiderbird]

Hi Kyle,

I actually went to IB first before coming to NT with this problem. I talked with a rep with IB Customer Support and verified my Level I and Level II subscriptions.

I'm including images via Imgur of the Time & Sales/Level II data coming from IB, and the related windows in NT (which are not showing data being populated in Level II specifically).

http://imgur.com/a/ShXWR#0

Please advise!

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

In working with our development staff here I have learned that there are some exchanges where NinjaTrader does not support receiving Level II data from Interactive Brokers. Unfortuantely, it appears that ARCA instruments like TNA will not include Level II data within NinjaTrader and as a result the Details and Summary sections of the Level II window will remain blank. This is something which we hope to address in NinjaTrader's next major release.

[Spiderbird]

Holy sweatballs, that's a major bummer. That impacts my decision to buy a license from you guys.

Does the API allow for *any* Level II data from that instrument to be used in things like charts or strategies, or is it completely non-accessible?

[NinjaTrader_Kyle]

Hello Spiderbird,

After speaking with our development staff I can confirm that level II data for this exchange would be totally unavailable within NinjaTrader. This is not limited to the Level II window alone.

[Spiderbird]

Okay. So the next question would be... would this situation change in Ninjatrader 8? Will there be more universal support for Level II data regardless of the instrument used?

[NinjaTrader_Kyle]

Hello Spiderbird,

Our development working to correct this in NinjaTrader 8. I will forward your support for this type of change to them.

[Spiderbird]

Hi Kyle,

Great! If the NT Development team needs any direct feedback, please let me know and I'd be glad to help.