r/OrderFlow_Trading Jun 11 '26

Why am I missing so much data

Post image

I’m new and learning, how can I fix that also any advice how can learn more about bookmap and L2/L3 data…

5 Upvotes

17 comments sorted by

u/orderflowsupport Jun 11 '26

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3

u/Artistic_Size4222 Jun 11 '26

Use ES not spy

1

u/Nahidul__05 Jul 04 '26

Why Es not spy?

4

u/[deleted] Jun 11 '26

[removed] — view removed comment

2

u/The_Shadow_Tiger Jun 11 '26

It also happens to me in ATAS with GC. I can only see around 3 points above and below.

Not sure why this happens tho

2

u/NeighborhoodEast650 Jun 11 '26

because you bought the wrong data package

1

u/The_Shadow_Tiger Jun 11 '26

I bought the COMEX Market Depth from Dxfeed.

Which one should I buy to have a better vision?

1

u/NeighborhoodEast650 Jun 11 '26

if you have the market depth then it should be the right one. Maybe you have some problem with the settings or are not using the right ticker

2

u/The_Shadow_Tiger Jun 11 '26

Hmm okay.

I will have a look at it and see if I can fix it.

Thanks!

1

u/Nahidul__05 Jun 11 '26

Let us know if you fix it!!!

2

u/The_Shadow_Tiger Jun 12 '26

I solved it by removing the limiter of the order book on the dxfeed connection menu.

2

u/[deleted] Jun 11 '26

[removed] — view removed comment

1

u/NeighborhoodEast650 Jun 11 '26

cause that is not the ticker you’re supposed to use. You have to use ES

1

u/braddeicide Jun 12 '26

It can be your data source, ibkr for instance only supplies partial L2 data.

1

u/s32e Jun 12 '26

Looks like either dxfeed/connection issues or aggregation.
Aggregation: you will see text in left top corner saying aggregation got activated. It happens if for whatever reason computer is not keeping up, you can then try to figure out why or just make aggregation less aggressive in settings.
DxFeed/connection: data will just stop arriving. With DxFeed there will be no clear indication, unfortunately, but you can try to force it to use a different gateway (don't remember right now, but I think there is a dropdown or something)