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Date/Time: Tue, 04 Feb 2025 05:06:59 +0000



Post From: Market depth visual heatmap

[2020-11-05 20:22:46]
User226530 - Posts: 5
Hey SC!

here (Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data for Stocks) you say:


To access Level 2 data for stocks in Sierra-Chart when connected to Interactive Brokers Trader Workstation, it is necessary that the symbol the chart is set to specifies the specific exchange code the symbol trades on. You cannot use SMART for the exchange code.

But how to do this? I also have all levels of depth with Interactive Brokers TotalView for the NASDAQ and when I open the DOM in the TWS, I can see the market depth, but when I open a Stock in SC, its just showing me the Level 1 top of the book price levels? What do I miss?

Since I'm trying to fix this since hours I asked myself to cancel Interactive Brokers and get your SC Data Feed, but I can't find any information, if you have market depth data? (and of course more than 10 ticks) I've read, that Rithmic also isn't the best way to go when using SC and want to have a deep market depth data? What do u recommend?

Greets!
Date Time Of Last Edit: 2020-11-05 20:23:21