IB TWS limit of 3 level II/Time and Sales

Discussion in 'Interactive Brokers' started by 3acor, Sep 3, 2018.

  1. Robert Morse

    Robert Morse Sponsor

    Nope, just WEX.
     
    #11     Sep 4, 2018
  2. Thinkorswim shall help in your situation !
     
    #12     Sep 4, 2018
  3. Robert Morse

    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.
     
    #13     Sep 4, 2018
  4. I tried it before and it was working.
    not sure about the recent versions of the program.
     
    #14     Sep 4, 2018
  5. TOS will show lots of L2 windows.
     
    #15     Sep 4, 2018
  6. Robert Morse

    Robert Morse Sponsor

    May I see a screenshot with two L2 Windows.
     
    #16     Sep 4, 2018
  7. tommcginnis

    tommcginnis

    A little, possibly unhelpful, detail from the TWS_API group...
    ~~~~~~~~~~~~~~~~~~~~
    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.
     
    #17     Sep 4, 2018
  8. srinir

    srinir

    Snap3.png
     
    #18     Sep 4, 2018
  9. Robert Morse

    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.
     
    #19     Sep 4, 2018
  10. srinir

    srinir

    They do offer for equities, futures and options. I do not believe they have any restrictions on number of windows or securities.
    Snap4.png
     
    #20     Sep 4, 2018