Support Board

Date/Time: Sat, 18 May 2024 11:28:10 +0000

Post From: Streaming L2 from TDAmeritrade and commission fees

[2017-04-12 20:55:11] Link To Thread - Link To Post [Go To First Post]
drwbns - Posts: 15
Hi, I read that there are no plans to implement L2 data within Sierra Chart. I bought the Sierra Chart exchange data thinking it was, I should have confirmed it. Is the historical L2 and real time l2 data not available through the TDAmeritrade API? If it is available, is there any reason why not to implement it? I ask because it is essential data to have for day trading. Sierra Chart has the best simulation trading that I've seen including during a market replay and while simulating trades with TDAmeritrade is ok with real-time data, simulating trades using their OnDemand mode(market replay) is very poor with missed orders and order stops. They are aware of the issues but no word on when it will be fixed. So for now, I can't find anyone that provides simulating trades with historical L2 data available. Thanks for any help and great work so far! On a side note, I notice no commission fees are applied to simulated trades. Did I miss it somewhere in the settings or documentation, or is it just not available? Regarding commission fees, is there a way to set how commissions fees are calculated? Some brokers offer a flat fee or a flat fee plus a per share fee. It would be nice if this could be set within Sierra Chart. Sorry for the long post. Thanks! Date Time Of Last Edit: 2017-04-13 16:58:23