OTC Market Depth via Interactive Brokers API?

J

jonkump

I have subscribed to OTC data through IB. I can see full market depth through the TWS platform, but I do not know how to make an api request to get the same data. The only successful request I have been able to make was when I set the exchange "ARCAEDGE". This only gives back very limited data, and does not include market makers.

Does anyone know if its possible to get this data through the API?
 
jonkump said:
The only successful request I have been able to make was when I set the exchange "ARCAEDGE". This only gives back very limited data, and does not include market makers.

Does anyone know if its possible to get this data through the API?
More...

Would 'exchange=SMART' open any additional parameters?
Have you checked the detail log, when it's reading request particulars? Something like "marketdepth=0" changed to "marketdepth=1"??

Post what you find out -- I'd like to know, too.
 
tommcginnis said:
Would 'exchange=SMART' open any additional parameters?
More...
SMART seems to be a step in the right direction. The depth looks accurate compared to other L2s in terms of size and price, but it triggers the event without the market maker name. I guess it's better than nothing....
tommcginnis said:
Have you checked the detail log, when it's reading request particulars? Something like "marketdepth=0" changed to "marketdepth=1"??
More...
I am not familiar with the detail log. Can you point me to it? Currently, I am using the message box built into the C# Sample App
 
You may not know and just so you don't get your hopes up, your ability to get any L2 data via the IB API is very limited. I think you can watch 3 stocks (maybe a few more based on account size/activity) and after that it's basically impossible.
 
MoreLeverage said:
You may not know and just so you don't get your hopes up, your ability to get any L2 data via the IB API is very limited. I think you can watch 3 stocks (maybe a few more based on account size/activity) and after that it's basically impossible.
More...

Thanks for that info. Do you have a L2 api provider you could recommend?
 
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