serious bug in DOM position display with v 65.1000.13

[splat]

I seem to have stumbled across a serious bug in the position display in the Static Superdom in NinjaTrader v 65.1000.13 .

I entered a long limit order at current price, and when it was filled, the DOM showed the position at about 15 ticks above the price I asked for! It also showed a matching loss. After I closed the position, I found that the order had executed correctly, but the DOM had displayed the wrong information. I tried several more orders, with similar results. I attach screenshots of the DOM for the last two, which were short orders. They also show the position about 15 ticks above where it should be, with a matching (bogus) profit.
I can supply the log file on request.

This behaviour shocked me.

After restarting NT, the DOM shows positions correctly again.

[Larry22]

I seem to have stumbled across a serious bug in the position display in the Static Superdom in NinjaTrader v 65.1000.13 .

I entered a long limit order at current price, and when it was filled, the DOM showed the position at about 15 ticks above the price I asked for! It also showed a matching loss. After I closed the position, I found that the order had executed correctly, but the DOM had displayed the wrong information. I tried several more orders, with similar results. I attach screenshots of the DOM for the last two, which were short orders. They also show the position about 15 ticks above where it should be, with a matching (bogus) profit.
I can supply the log file on request.

This behaviour shocked me.

After restarting NT, the DOM shows positions correctly again.

I presume you are talking about V7 Beta3 as I have seen same thing today on the Superdom, first time I was connecting with a live feed and I was following TF and as soon as I entered an ATM strategy the dome couldn't follow the bid ask the price was ok but not the B/A. Only way to have it show correctly was to change the index or press hold and put it back to normal but after a few ticks same thing was happening.

[splat]

I presume you are talking about V7 Beta3 ...

No, I am not using a beta version, I am running v 65.1000.13 (as stated in my post).

Sorry, I just realised this forum is for Beta 7. I should have posted this bug report somewhere else...

[NinjaTrader_Dierk]

I'll leave this thread here, since there is a NT7 issue as well.

@Larry22: Please try again with next update (available soon). We addressed an issue there.
@splat: Please post your issue on the right forum again so there is no NT7 confusion. Our support staff then will take care. Thanks

[Larry22]

I'll leave this thread here, since there is a NT7 issue as well.

@Larry22: Please try again with next update (available soon). We addressed an issue there.
Thanks

Well the problem still there with B4, the superdom doesn't show the bid and ask correctly it prints it ok first then stays at a stand still as only the current price is then moving.

[NinjaTrader_Ray]

Larry,

I have read this thread and its not clear to me what issue you are experiencing. I ask for your patience in replying in as specific terms as possible the behaviour you are seeing. Any steps required to reproduce this behaviour and if you are using static or dynamic DOM. Thanks.

[Larry22]

Larry,

I have read this thread and its not clear to me what issue you are experiencing. I ask for your patience in replying in as specific terms as possible the behaviour you are seeing. Any steps required to reproduce this behaviour and if you are using static or dynamic DOM. Thanks.

No problem Ray I will try to explain it and will also put a pic.

Normally when we look at Superdom static or dynamic as it happens on both you have the current price in yellow and also have the bid and ask following the current price, so at same price or bid 1 tick lower and ask 1 tick higher, but what we have is that price is for this example at 579.3 and bid and ask at 578.3 and 578.4 so that's what the problem is only the current price updates on the superdom and not bid ask. If I click on it b/a will readjust but will immediately hang again.

I hope this will help you understand better.

[NinjaTrader_Ray]

Thanks.

Can you paste an image of your SuperDOM properties along with who you are connected to?

[Larry22]

Thanks.

Can you paste an image of your SuperDOM properties along with who you are connected to?

As requested, I am with E-Signal and never seen this with V6 or 6.5

[NinjaTrader_Ray]

Thanks.

I see that there is no market depth displayed, I suspect that you do not have market depth subscription for esignal, is this correct? If yes, please set the "Show market depth" property to false and let me know if it works as expected.

[Larry22]

Thanks.

I see that there is no market depth displayed, I suspect that you do not have market depth subscription for esignal, is this correct? If yes, please set the "Show market depth" property to false and let me know if it works as expected.

First this has nothing to do with market depth, I understand your point but I am not looking for market depth as if I would want it I would take the feed from IB only. I have tried it set at true or false and same behaviour happened.

So let me rephrase the problem once again, the bid and ask even if I only have 1 level should always follow the current price that is showed in yellow so I should always see one of the two at the current price or 1 tick lower or higher but it doesn't follow the current price instead it stays at a previous price and do not move anymore, it doesn't update so it is impossible to know the current bid and ask from the Superdom.

I will look at my chartrader tomorrow and see if the bid and ask changes accordingly to the current price.

I hope this will help you find a solution.

Do not hesitate to ask for more info if you still don't understand the current problem.

Thanks

[NinjaTrader_Ray]

I understand the problem very clear. I ask questions regarding market depth since this is related to your problem under the hood at a code level. So I ask you again --> Do you have an eSignal market depth subscription.

[Larry22]

I understand the problem very clear. I ask questions regarding market depth since this is related to your problem under the hood at a code level. So I ask you again --> Do you have an eSignal market depth subscription.

No I don't but I don't have that problem with 6.5, reason why I find this curious as I use E-Signal as datafeed and IB for my orders and even if I disconnect from IB. I still see bid and ask following the current price in 6.5.

So I hope this will help you see why I see this as a bug for me.

Thanks

[NinjaTrader_Ray]

Larry22,

Please try setting "Show market depth" to false. I do this and then it works for me as I expected. What changed since 6.5 is that the L1 bid/ask used to be driven by L1 data even as the DOM display market depth. In 7 this was changed to use market depth thus when you have this switch enabled you are not getting any data from depth if you eSignal subscription does not support it. Disabling this switch forces the DOM to updated from the L1 data stream.

[Larry22]

I will try this once I am done daytrading with V6.5 and I will let you know if this workaround works.

Thanks