TR123
11-10-2010, 08:59 AM
How can I get and use information about volumes in different ECNs from level ii? For example I need to compare BATS and NASDAQ ECNs.
Thanks in advance.
TR123
11-10-2010, 09:10 AM
And also, how can I get information about last traded ECN from T&S? And how can I send an order to the specified ECN in level ii?
Thank you.
NinjaTrader_RyanM
11-10-2010, 09:43 AM
Hello TR123,
Thank you for your post and welcome to the NinjaTrader forums!
Unfortunately this is not supported with NinjaTrader. Information related to the specific ECN used is not exposed. Orders are routed to an account only, and your broker handles the order from that point.