Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Hi @DionysusToast Pete np. I think at some point in time you had mentioned there might be an API in the works for Jigsaw. Wondering when we may be able to have a glimpse into what is being exposed by the APIs.
There is a recording but unfortunately the audio went part way through - courtesy of a failing pre-amp. So we'll be doing the webinar again soon!
As for CTS - we are doing CTS and TT after go-live. We'd have done TT earlier and were working with them but at the time they were developing new APIs and we thought we'd let that all play out before we decided which to go with.
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
There will be - mostly for the alerts and the reconstructed trades. In terms of the L1, L2 data - APIs already exist for that, although a lot of people don't know how to use it.
Which specific APIs are you looking for?
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
Wow... @DionysusToast Pete did not know. How can I get to view the L1, L2 data - API. Thanks.
Am looking for all the info shown on Jigsaw DOM. Wanting to see how this could be used.
This is the nearest I can get as a retail trader with no development team. A fully reconstructed Order Book being used to display DOM and hence wanting to see how can get relevant data out of the L2 info and how timestamps are associated with various events.
-Levels of Depth, Inside Bid/Inside Ask.
- Bid/Ask Snapshot data
- Trade Columns data
- Current Trades
On the offer 1155 is the current book, 393 contracts have been pulled before filling and 233 filled on last tick up, so the 1155 is the live figure after the orders have been pulled.
Same on bid, there is a large order that is refreshing and 485 is live book after orders added.
To elaborate further, the snapshot column is the delta in level 2 since we last ticked up or down. If someone adds an order, that number goes up. If someone pulls an order, that number goes down. If there is an execution, it does not affect this number. So when you have an iceberg order you'll see this number start to get higher and higher.
Since it is a delta the direct answer to your question is it has already happened. We ticked up, and since that happened 393 contracts have pulled off the inside ask.