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Marty

Level 2 Missing Data from IB

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Jerry Medved    267

in SETTINGS / CONFIGURE ACCOUNTS,  Select IB.  Check the option for Subscribed to TotalView. I think that will get more. In general though, IB does some stuff with their level II that they do not pass through to the API so some details from ECN are not shown

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Jordi    0

i have the same problem. I only see NSDQ data, don't see any ARBA, BYX, BATS, etc. Attached a TWS Level2 and Medved Level2. TWS shows it all while MT shows only NQ

mt_level2.PNG

tws_level2.PNG

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Jerry Medved    267

With IB we cannot get the same level II data that you see in TWS because they don't make the same data available via the API. We would have to request for each of the ECNs and combine the data. However, they limit to 3 level II requests at a time. So, basically, can't do it 

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