NT level 2 summary data

October 24th, 2012, 11:51 AM

Is it possible to access level 2 state data in NT ?

I'm aware of the OnMarketDepth event which provides tick changes to the DOM levels, however I would like to have an instant state by way of a query.... could not find anything in the documentation.

Thanks.

Jigsaw Trading · December 23rd, 2013, 06:40 AM

There is but not as up to date - you just want to loop thru the price/volume for each level of depth?

NT level 2 summary data

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NT level 2 summary data