Chalp Posted August 10, 2020 Report Share Posted August 10, 2020 Hi why from MT level2 all the price level are aggregate and volume sound wrong? You can see at the ask and also bid, for 21.83 in IB level II, I have 2 lines (7+1=8) and in MT only 1 line and only 7??? Only NSDQ ecn appear. Thanks. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 10, 2020 Report Share Posted August 10, 2020 because the way IB sends Level II data via their API, it is impossible for us to get the same data as they show in TWS. Quote Link to comment Share on other sites More sharing options...
nasdaqpazzo Posted August 10, 2020 Report Share Posted August 10, 2020 is possible to implement in MT L2 free book BZX BDGX EDGX and EDGA equities [see the link https://markets.cboe.com/us/equities/market_statistics/book/] Arca (now removed) was the only one free. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 10, 2020 Report Share Posted August 10, 2020 will look Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 12, 2020 Report Share Posted August 12, 2020 sent you an update Quote Link to comment Share on other sites More sharing options...
nasdaqpazzo Posted August 13, 2020 Report Share Posted August 13, 2020 as I told you in email.... "W O N D E F U L" Thank You... Quote Link to comment Share on other sites More sharing options...
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