Are there any other brokers that offer NT/ZF besides Amp and Mirus?
Zen Fire data feed in fast market
- Thread starter Andromeda
- Start date
That's NT/TT
Good question 
Missing that one, too.
The REALLY funny thing is that "x levels deep" is not even needed with Rithmic... as, when reporting bid/ask rithmic is not ONLY reporting validity (x at price Y), but also INVALIDITY (bid/ask at price Y invalidated), one could easily program is such a way that all viable information is shown. Well, at least for NT
Given my experiance with RTrader to check my programming against their API... they happily show 10 levels there
Let's hope Ninja gets that better. OTOH.... that would mean the UI is even slower
Missing that one, too.The REALLY funny thing is that "x levels deep" is not even needed with Rithmic... as, when reporting bid/ask rithmic is not ONLY reporting validity (x at price Y), but also INVALIDITY (bid/ask at price Y invalidated), one could easily program is such a way that all viable information is shown. Well, at least for NT
Given my experiance with RTrader to check my programming against their API... they happily show 10 levels there
Let's hope Ninja gets that better. OTOH.... that would mean the UI is even slower
Quote from NetTecture:
Good question
The REALLY funny thing is that "x levels deep" is not even needed with Rithmic... as, when reporting bid/ask rithmic is not ONLY reporting validity (x at price Y), but also INVALIDITY (bid/ask at price Y invalidated), one could easily program is such a way that all viable information is shown. Well, at least for NT
Given my experiance with RTrader to check my programming against their API... they happily show 10 levels there
Let's hope Ninja gets that better. OTOH.... that would mean the UI is even slower
On the NinjaTrader website in the indicators section there is an indicator called "Ed's Level 2" that draws the bid/ask volume on the chart. For some instruments you can see a lot more than 5 levels deep... for example on TF I can see bids and offers even up to 100 ticks away....
Quote from NetTecture:
one could easily program is such a way that all viable information is shown. Well, at least for NT
Which DOM depth you have access to with Rithmic?
As I already said... you have access to all that is available.
RIthmic, on an API level, will send all DOM information that is sent from the exchange and invalidate entries as the exchange says so (i.e. when the price moves, the exchange will say "offer at price is is not valid anymore"). A program can easily work off the notifications from the API for that, without making any prejudice about what depts is offered.
The RTrader seems to do that
At least it shows me the bids/offers 10 deep.That said, offering MORE is NOT POSSIBLE, at least not for CME and most other exchanges. They do not track and publish that data, so whatever any indicator supposedly does show.... is just made up.