u/Bifty123

Hello together,

regarding market data i want to have full level 2 data for Nasdaq.

In IBKR directly i get only a depth of 10 (i found a mention to that in the faq bot nowhere on the data subscription page -> tahts bad!).

To get the full DOM depth i want to add dxFeed as data supply and use the IBKR connection as execution. Can ich use / combine both in Atas or is it not working?
I heard something about that it does not work or is bad because then it is not the same symbol in Atats?!

I don´t understand that. Does it mean i can not execute an order on to my Broker in Atas because i view the dxFeed Symbol ?!

reddit.com
u/Bifty123 — 10 days ago

Hello together,

regarding market data i want to have full level 2 data for Nasdaq.

In IBKR directly i get only a depth of 10 (i found a mention to that in the faq bot nowhere on the data subscription page -> tahts bad!).

To get the full DOM depth i want to add dxFeed as data supply and use the IBKR connection as execution. Can ich use / combine both in Atas or is it not working?
I heard something about that it does not work or is bad because then it is not the same symbol in Atats?!

I don´t understand that. Does it mean i can not execute an order on to my Broker in Atas because i view the dxFeed Symbol ?!

Please help, i need a working Setup 😄

reddit.com
u/Bifty123 — 10 days ago
▲ 3 r/ATASTrading+1 crossposts

Hi together,

i changed from a CFD Broker to IBKR to trade Futures (Nasdaq).
I subscribed to level 2 data in IBKR but i only get a depth of 10 as you can see here in the TWS already (in ATAS also):

https://preview.redd.it/l91ct6p3tjyg1.png?width=2778&format=png&auto=webp&s=7e9e0260d396b9e7209fff5f815a32575b9b5150

I found nowhere an information on the market subscription area. Only the faq ai bot gave me an information:

https://preview.redd.it/3slfdjmetjyg1.png?width=1377&format=png&auto=webp&s=1d8bebddae7224bfdf645b755aad347f41ce1073

I subscribed to these two:

https://preview.redd.it/q86zz79otjyg1.png?width=1228&format=png&auto=webp&s=59623d705f7349627a778c3fa7fea695a7594e42

Can anybody tell me how i can get better market data?
I thought i have to get level 2 data from dxFeed and add an ATAS Connection (additionally to the default IBKR to execute the trade) and then unsubscribe the 2 IBKR data feeds?!
But somebody said to me that it does not work. I don´t understand why?
Maybe i can not use dxFeed data and trade on IBKR?!

Maybe somebody has a Setup with IBKR + Atas + something to geht the deeper level2 DOM ?!

Thanks!

reddit.com
u/Bifty123 — 12 days ago