IB: DOM not showing entire Level II book
IB: DOM not showing entire Level II book
I noticed that MultiCharts DOM does not show the entire depth of Level II, when compared to IB TWS, see attached picture. The symbol is set to IB "SMART". I have subscribed to NASDAQ TotalView-OpenView and NASDAQ TotalView-OpenView EDS, in addition to Level I. I wonder if there are any limitations for Lvl II data to be sent through the API, or if it is a config issue on my end.
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- Kate MultiCharts
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Re: IB: DOM not showing entire Level II book
Hello seneca,
At the moment MultiCharts DOM displays up to 10 levels of market depth.
At the moment MultiCharts DOM displays up to 10 levels of market depth.
Re: IB: DOM not showing entire Level II book
OK, thanks, but that still leaves the question why MC DOM shows only what appears to be a subset of the book as displayed in the TWS DOM, even when there are less than 10 levels displayed. I also noticed that in MC DOM orders flash up only briefly and then disappear, whilst in TWS DOM the same order will remain until cancelled or filled. I suppose this might be due to IB data limitation, or a technical limit of the API bandwidth?
- Polly MultiCharts
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Re: IB: DOM not showing entire Level II book
Hi seneca,
MultiCharts displays data as provided by the data feed, so most likely these are the values provided by IB API.
If you’d like us to check, please come to our live chat MON-FRI from 6:00 AM till 1:00 PM EST so that we can study this behavior remotely.
Live Chat is accessible from our web site.
As for the order, as soon as the issue is reproduced please send us logs via the main MultiCharts window -> Help -> Feedback.
In the description please specify the Broker Order ID of the order with which you had the issue (Order and Position Tracker -> Orders tab -> Broker order ID column).
Please select the options:
MultiCharts displays data as provided by the data feed, so most likely these are the values provided by IB API.
If you’d like us to check, please come to our live chat MON-FRI from 6:00 AM till 1:00 PM EST so that we can study this behavior remotely.
Live Chat is accessible from our web site.
As for the order, as soon as the issue is reproduced please send us logs via the main MultiCharts window -> Help -> Feedback.
In the description please specify the Broker Order ID of the order with which you had the issue (Order and Position Tracker -> Orders tab -> Broker order ID column).
Please select the options:
- Attach a screenshot;
- Attach log files…;
- Snapshot of the current MC setup;
- Upload collected data to help desk;