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Price Ladder DoM

Question

I need a level 2 data for US Crude and SP500 and the DAX.  I already have ProRealTime.  

- Can I get level 2 data for those three instruments?

- Can I get an L2 price ladder on PRT or on the web platform?  I see a tradebook on PRT but its not right.

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22 hours ago, backwardation said:

I need a level 2 data for US Crude and SP500 and the DAX.  I already have ProRealTime.  

- Can I get level 2 data for those three instruments?

- Can I get an L2 price ladder on PRT or on the web platform?  I see a tradebook on PRT but its not right.

Hi, L2 data is not provided on PRT or the online platform, you'll need the DMA platform to access L2 data.

https://www.ig.com/uk/l2-trading-platform

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1 minute ago, backwardation said:

@caseynotes Thanks for always having a good answer! DMA looks very interesting.

No problem, make sure you download the DMA manual pdf and have a good look through though I'm told there have been some updates to the platform since it was written.

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    • // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated DEFPARAM FLATAFTER = 210000 // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 160000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 size = (2000/400) + ROUND(STRATEGYPROFIT / 800) // Levels 0% and 100% if OpendayofWeek <> 1 then L0 = DLow(1) L100 = DHigh(1) elsif OpendayofWeek = 1 then L0 = DLow(2) L100 = DHigh(2) Endif GRAPHONPRICE L0 GRAPHONPRICE L0 + -23 COLOURED (200,0,0) GRAPHONPRICE L100 GRAPHONPRICE L100 - 7 COLOURED (200,0,0) // Conditions to enter long positions c1 = high crosses over L0 + -23 //c12 = close > L25-5 IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY size PERPOINT AT MARKET SET TARGET PPROFIT 84 //SET STOP PLOSS SL ENDIF // Conditions to enter shortpositions c3 = low crosses under L100 - 7 //c32 = close < L75+5 IF c3 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT size PERPOINT AT MARKET SET TARGET PPROFIT 70 //SET STOP PLOSS SL ENDIF  
    • Yeah, only tested on a 5min chart so far. It does about 177 trades in 1 year and a quarter, so less than 1 trade per day on average
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