Question Re: Futures Market Depth Availability from DTNIQ  [SOLVED]

DTN IQFeed reports that they can provide the full market depth on Futures contracts (bid and ask prices and volumes to many levels deep, the same data that appears in the DOM ladder). Does anyone know if this Futures market depth data is obtainable from within MC and have it accessible at the chart level in MC? If so, are there capabilities within MC to store this data in the MC database for use in strategy development and backtesting?

Thanks!

Does anyone know if this Futures market depth data is obtainable from within MC and have it accessible at the chart level in MC?

Even though IQfeed provides Depth of Market data,it is impossible for a customer to have the DOM window with an IQFeed data in MultiCharts, because IQFeed is not a broker.

Source.

Hi Josh,

Yes, I was aware that it was impossible to populate a DOM with DTNIQ Market Depth (although logically it would seem to be an easy thing to do, even though DTNIQ is not a broker). That was not really my question, however. I wanted to know if the Futures market depth data can be referenced from within MC and have it accessible at the chart level in MC. I guess it really would not have to come from DTNIQ. Just looking for a way to access the Futures market depth provided by either a broker or by DTNIQ, inside of a developed strategy/signal. If so, are there capabilities within MC to store this data in the MC database for use in strategy development and for backtesting a developed strategy?

Thanks!

Hi Josh,
Yes, I was aware that it was impossible to populate a DOM with DTNIQ Market Depth (although logically it would seem to be an easy thing to do, even though DTNIQ is not a broker). That was not really my question, however. I wanted to know if the Futures market depth data can be referenced from within MC and have it accessible at the chart level in MC. I guess it really would not have to come from DTNIQ. Just looking for a way to access the Futures market depth provided by either a broker or by DTNIQ, inside of a developed strategy/signal. If so, are there capabilities within MC to store this data in the MC database for use in strategy development and for backtesting a developed strategy?
Thanks!

Check your PowerLanguage Editor for an indicator named:

"--- Market Depth on Chart ---"

Hi TJ,

Cool. That may be exactly what I was looking for, especially the function that was called. Will check it out.

Thanks!

Hi TJ,
Cool. That may be exactly what I was looking for, especially the function that was called. Will check it out.
Thanks!

You are welcome.