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level II in futures?
Updated August 21, 2020
level II in futures?
February 14th, 2011, 02:37 PM
San Diego, CA, USA
Experience: Intermediate
Platform: Sierra Chart
Trading: CL, ES
Posts: 309 since Sep 2010
Thanks Given: 203
Thanks Received: 422
This is probably a dumb question, but does anyone know if there is Level II data for futures?
Can you help answer these questions
Best Threads (Most Thanked)
February 14th, 2011, 02:42 PM
Posts: 1,055 since May 2010
no not like you have on stocks, you have depth of market and a time & sales
February 14th, 2011, 03:17 PM
Columbus, OH
Market Wizard
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
Thanks Given: 5,139
Thanks Received: 11,527
Tiger45
This is probably a dumb question, but does anyone know if there is Level II data for futures?
February 14th, 2011, 03:38 PM
San Diego, CA, USA
Experience: Intermediate
Platform: Sierra Chart
Trading: CL, ES
Posts: 309 since Sep 2010
Thanks Given: 203
Thanks Received: 422
Thanks guys. NT's DOM is a little shallow. There was an NT forum post where they said they were trying to open it up to deeper levels.
February 14th, 2011, 04:08 PM
Italy (IT) Italy
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985
Tiger45
Thanks guys. NT's
DOM is a little shallow. There was an NT forum post where they said they were trying to open it up to deeper levels.
CL jumps around so much that the few levels exposed don't really help much.
bid and 10 on ask, the exchanges decide on this, for example on ICE WTI or BRN there are 20 levels on bid an 20 on ask.
Take your Pips , go out and Live .
February 14th, 2011, 04:15 PM
Columbus, OH
Market Wizard
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
Thanks Given: 5,139
Thanks Received: 11,527
LukeGeniol
The max depth on CL is 10 levels on
bid and 10 on ask, the exchanges decide on this, for example on ICE WTI or BRN there are 20 levels on bid an 20 on ask.
February 14th, 2011, 08:19 PM
Italy (IT) Italy
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985
Silvester17
don't know about that.
Take your Pips , go out and Live .
February 14th, 2011, 08:20 PM
Columbus, OH
Market Wizard
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
Thanks Given: 5,139
Thanks Received: 11,527
of course there are other ways to get level II information. like this indicator shows 10 levels.View Download Details - Big Mike's Trading Forum
February 14th, 2011, 08:21 PM
Columbus, OH
Market Wizard
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
Thanks Given: 5,139
Thanks Received: 11,527
LukeGeniol
Even more...It seems that ICE provides a lot of leves, maybe the full Book?
Last Updated on August 21, 2020
