Support Board
Date/Time: Wed, 27 Nov 2024 21:50:39 +0000
Post From: Clarification regarding market data
| [2023-07-03 12:31:37] |
| AntoineOpala - Posts: 66 |
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I have subscribed to Denali's NASDAQ TotalView and US Equities Consolidated Tape exchanges. When opening the DOM for a stock, only its top of the book shows up by default. I have to manually add the extension -NQTV after every symbol I enter to see its level 2 data. Is it normal? How to make level 2 data appear right from the start on every symbol? Only a very limited amount of the total market volume appears after I've added the -NQTV extension. It's as if a constant choice has to be made between : 1. Seeing full volume at the cost of only having top of the book. (example symbol: AAPL) or 2. Getting level 2 data at the cost of only seeing a fraction of the volume that comes from NASDAQ (example symbol : AAPL-NQTV) Back when I used Interactive Brokers' data, both were simply merged into one. Level 2 was visible from any symbol without first having to add -NQTV, and the volume there was full. |