Support Board

Date/Time: Thu, 25 Apr 2024 10:24:37 +0000

Post From: SC Data Feed and IB L2 For Equities

[2020-01-18 03:16:42] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
Thanks for the info. I need the L2 data inside SC for some studies, so just using TWS is not an option. Hopefully, Sierra are going to offer that in the future. The issue with the current approach when using IB L2 data in SC is that you will only receive the orders for the selected exchange instead of having a consolidated view of all orders on all exchanges.