Robert Morse
Sponsor
I do not think TOS can show more than one "Market Depth" window at a time, and it is L1, not L2.
I tried it before and it was working.
not sure about the recent versions of the program.
TOS will show lots of L2 windows.
Robert Morse
Sponsor
May I see a screenshot with two L2 Windows.
A little, possibly unhelpful, detail from the TWS_API group...
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2d. Re: historical and live recording of tick data
From: Nick
Date: Mon, 03 Sep 2018 12:56:50 PDT
No, it's available to everyone although I think it is only described in the beta release notes and has not made it to the main documentation (at least I couldn't find it).
It is similar to the DOM where you can only have a max of 5 concurrent TickByTick streams. This probably keeps the bandwidth requirements within what they can handle.
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FWIW, Nick is a long-time TWS API guy who is solid and knowledgeable.
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2d. Re: historical and live recording of tick data
From: Nick
Date: Mon, 03 Sep 2018 12:56:50 PDT
No, it's available to everyone although I think it is only described in the beta release notes and has not made it to the main documentation (at least I couldn't find it).
It is similar to the DOM where you can only have a max of 5 concurrent TickByTick streams. This probably keeps the bandwidth requirements within what they can handle.
~~~~~~~~~~~~~~~~~~~~~~~~~
FWIW, Nick is a long-time TWS API guy who is solid and knowledgeable.
Robert Morse
Sponsor
Thank you srinir. I did not know that they offer more than 1 for options, but I expected he was talking about equites not options.
They do offer for equities, futures and options. I do not believe they have any restrictions on number of windows or securities.