Adventures In .NET Posted March 21 Report Share Posted March 21 If all I trade are US equities that are non-OTC, which package will get me the most complete data without getting something that I don't need? U.S. Equities Trading Bundle which includes Nasdaq TotalView Market Depth and Cboe EDGX Equities Market Depth or would Nasdaq TotalView Market Depth by itself get me what I need? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 21 Report Share Posted March 21 for Level I quotes, you need: Consolidated US Equities Level 1 (NBBO) if you also need Level II, can get Nasdaq TotalView, EDGX or both Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 21 Author Report Share Posted March 21 (edited) so are you saying that I need all 3 packages for full book on equities? $119 + $49 = $168/month I'll be using Fidelity as my broker, but also have accounts with TradeStation and Schwab. Edited March 21 by Adventures In .NET Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 21 Report Share Posted March 21 Fidelity doesn't have level 2, at least not in Mt, and Schwab level 2, once available, is really useless based on what I see so far. Tradestation however, has really good level 2. Based on what you have, you really only need level one. You can get very good level 2 data from tradestation. And I'm sure it'll be cheaper than 119 per month. So you can get just the level one from dxfeed Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 21 Author Report Share Posted March 21 Thanks. Why would I need level 1 from dxFeed rather than TradeStation? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 21 Report Share Posted March 21 Because all 3 of the ones you mentioned have Level I that is approximately 1 update per second - not even close to tick by tick data like dxFeed. Tradestation Level II however is fast updates. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 21 Author Report Share Posted March 21 Got it. Makes sense. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 22 Author Report Share Posted March 22 Do you suggest I get BATS, EDGE, and ARCA books in my TradeStation data package or is TotalView good enough? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 22 Report Share Posted March 22 hmm, that I do not know. Start low and can add. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 25 Author Report Share Posted March 25 Now that I'm configuring things, I have a few more questions. I'm waiting until Monday to add Level 2 data to TradeStation, but a thought occurred to me. Does TradeStation send LULD levels? If not, I may need to go with dxFeed for Level 2. I don't see a Source setting for Raw Data. When there are multiple sources configured, which does it use? Is there a way to adjust the automatic scroll speed of the DOM window? I'd like mine to be a bit more snappy as the bid/ask moves away from the center. I know I can scroll manually when hovering over the DOM, but I don't always have my mouse there. It would also be nice to be able to adjust the Price Increment by holding down ctrl or alt while scrolling the mouse wheel and hovering over the DOM window. Thanks. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 25 Report Share Posted March 25 TradeStation does not have LULD. However, that is part of Level I data, not Level II. It is just shown on Level II as well, so if you have dxFeed for Level I, you would see LULD High/low in portfolios as well as on L II and DOM. Raw data is passive - it shows whatever MT has. Portfolio is the easiest way to control that. So if you have portfolio getting data from dxFeed, that is where raw data is coming from. DOM scroll - no, cannot be adjusted though double click on center column will immediately center it. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 26 Author Report Share Posted March 26 According to dxFeed, LULD data is provided via the following US Equities subscriptions for the Medved Trader: 1. Nasdaq TotalView Market Depth - $69 per month. · Data coming exclusively from the Nasdaq exchange. The subscription provides access to all available Level 2 real-time values + Historical charting. This subscription includes Top of Book (Level 1) data. 2. Cboe EDGX Equities Market Depth - $59 per month. · Data coming exclusively from the EDGX exchange. The subscription provides access to all available Level 2 real-time values + Historical charting. This subscription includes Top of Book (Level 1) data Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 26 Report Share Posted March 26 Hm, did not realize it was tied to that. sorry Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 26 Author Report Share Posted March 26 52 minutes ago, Jerry Medved said: Hm, did not realize it was tied to that. sorry They could be wrong. I see this in my portfolio with only Level 1 from them. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 On 3/25/2024 at 4:52 PM, Jerry Medved said: Raw data is passive - it shows whatever MT has. Portfolio is the easiest way to control that. So if you have portfolio getting data from dxFeed, that is where raw data is coming from. So the only way for Raw Data to use dxFeed is to add a symbol to a portfolio? What is it using if a symbol isn't in a portfolio? Does Raw Data only use Portfolio data, or does it also use Watchlist data? Would you consider adding a data feed option to Raw Data? If I switch to a symbol that's not listed in a portfolio, I'd like to see dxFeed data rather than having to add it first. I'd also like to be able to right-click on a window and have an Add to Portfolio option. Thanks. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 27 Report Share Posted March 27 watchlist and portfolio are used interchangeably. Watchlist is just another type of portfolio. if symbol is on a chart, it will also get the data that will be seen in raw data. Charts basically use Smart Source logic for figuring out which source to use. So they check if symbol in question is in an open portfolio, then if in another active window such as Level II or trading account window. etc. or if not, it will use one of the active portfolio streaming sources first Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 I had a couple of other questions there. So charts get their data from Raw Data, but Raw Data gets its data from portfolio or watchlist data? If a symbol is not in a portfolio or watchlist, then Raw Data uses some other data source which is slower or less complete than what I'm getting from dxFeed. I notice a big difference in Raw Data entries once I add a symbol to a portfolio. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 27 Report Share Posted March 27 you are kind of mixing things up. Raw data does not get data from external sources at all. It is just a passive window on the data stored in MT in a central database. Portfolios request data from external sources such as dxFeed and that data is stored in a central database in MT. Backfill data is also stored Charts request data from external sources same as portfolios. The difference is that charts dynamically select which source to get the data from based on what Portfolios or other windows are open and streaming data Level II, DOM and Depth Chart windows also request data, BUT that is NOT stored so will not show in raw data. Account View windows request data as well. but by default does NOT store, so will not show in raw data You are overthinking it. In general, have at least one portfolio open even if minimized. If you have a raw data window open, you probably want to have it linked to a chart window. that way if symbol changes, chart window changes too and active data is streamed. If chart is set to backfill (which it is by default) it will also occur on that symbol change Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 I may still be confused. Here's a video that shows the difference I'm seeing with Raw Data data when a symbol is added and removed from a portfolio. I can't minimize the portfolio window because if I want to switch to a new symbol, I have to add it to the portfolio. Can you add a right-click "Add to Portfolio" option? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 27 Report Share Posted March 27 ok that makes it more clear. Thanks. Here is what is happening. you have portfolio getting data from dx. You have Level II/DOM getting data from Tradestation. When you add symbol to portfolio, Level I data comes from there and you see the fast updates. When you remove the symbol from portfolio, the currently "Active" source for the symbol is TradeStation (On Level II), so that is what the chart switches to and that is why you see the data slow down (TS Level I data is 1 sec updates). this only comes up when multiple sources used at the same time. Do this... open another Level II window. Set it to dxFeed source, link it same color as those others, and just minimize it if you dont need it. Now Go to SETTINGS / DATA SOURCES / CONFIGURE ACCOUNTS. Select TradeStation. On the right side, set the Smart Source Priority to NEVER. add symbol to portfolio then remove it now. Should work OK. Right now without Level II window getting dx data, it goes to Tradestation since that is an active source. I will need to see if that can be changed. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 I'll try this out tomorrow during market hours, but I do have a Level II window open on the right that's set to dxFeed Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 27 Report Share Posted March 27 Yes, but that window is not for the same symbol. my instructions had you link it to the same color group as that other Level II and raw data. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 24 minutes ago, Jerry Medved said: Yes, but that window is not for the same symbol. my instructions had you link it to the same color group as that other Level II and raw data. ?? They're all Blue color group and displaying IBIO Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted March 27 Report Share Posted March 27 and did you do the priority change? Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted March 27 Author Report Share Posted March 27 5 minutes ago, Jerry Medved said: and did you do the priority change? Not yet. That's what I'll do tomorrow when volume is up during market hours. Quote Link to comment Share on other sites More sharing options...
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