Dinosaur Technology and Trading

1. stuh505
   Member

   I have subscribed to L2 market depth data, and I can view this L2 data through TotalView in the TWS application.

   reqMktDepth() the API says:

   "Call this method to request market depth for a specific contract. The market depth will be returned by the updateMktDepth() and updateMktDepthL2() events."

   However, the API only fires callbacks for updateMktDepth. How do I get level 2 data through the API?

   Posted 2 months ago #

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