Support Board
Date/Time: Sat, 01 Mar 2025 11:13:35 +0000
Post From: market depth-level2 problem
| [2021-09-27 22:15:02] |
| User504778 - Posts: 22 |
|
Hi, I've struggled for a long time to connect to US Equity Level 2 data from IB and finally got it working. A few tips: 1. At IB, subscribe to NASDAQ TotalView-OpenView Bundled ($16.5) **AND** NASDAQ TotalView-OpenView EDS ($1); this would also require subscription to Level 1 from various exchanges (a few bucks each); 2. Disable Sierra Chart data feed as John suggested above; 3. Add "-STK-ISLAND" to all stock symbols, regardless of the listing exchange, e.g. AMC-STK-ISLAND, NIO-STK-ISLAND, AAPL-STK-ISLAND 4. Normally you can get Level 2 for up to 3 symbols at the same time. If you exceed the quota, you won't receive Level 2 for any new symbols. When this happens, close the windows of unwanted charts, disconnect and reconnect to data feed to reset. Hope this helps. |