No Market Replay Depth in SuperDOM

[brickf]

When I replay data I do not get market depth on the SuperDOM. As mentioned in another post, if you turn off market depth in the properties of the SuperDOM it will show 1 tick of market depth.

[NinjaTrader_Jason]

Hello brickf,

Can you please verify if you recorded or downloaded the Market Replay data.
In order to replay 5 levels of market depth data, you will need to have L2 data available. Else only one level of market depth will be displayed. Please right click in the Market Replay control and select 'Available Data' to check if you have such data available.

If not, I suggest to download L2 Market Replay data. Instructions to download Market Replay data can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

[brickf]

The data was recorded, not downloaded. It shows both L1 and L2 data for the time frame I am trying to replay, but it will only show one level of depth, and it only shows after I turn off market depth in the SuperDOM.

Thanks for the help.

[NinjaTrader_Jason]

Can you please tell me what instrument you recorded. Let me know what connectivity provider you connect in NinjaTrader as well to record Market Replay data.

[brickf]

ES with Zen-Fire.
Thanks

[NinjaTrader_Jason]

Can you please download the same Market Replay data and check if the issue persists.

Could it be the L2 data displays different times than the L1 data under 'Available Data'?

I downloaded ES 09-10 data (L1 & L2) for 6/22/2010. Once I replay the data, it lists 5 levels of market depth as expected.

[brickf]

I will give it a try. So I would connect to zen-fire and then initiate the download? How long should it take to download a day of data...... ballpark? In the past when I've tried to download it's seems like nothing is happening? I have a good internet connection.

[NinjaTrader_Austin]

brickf, that would depend on the instrument. ES, for example, has many more updates than other instruments, so it would take the longest to download. Here in the office we have a pretty fast internet connection and it took 20 seconds to download ES Level I data for 6/22/2010 and 56 seconds to download the Level II data.

And yes, you would need to connect to Zen-Fire and then start the download.

[brickf]

Okay, I downloaded a day of L2 when connected to Zen-Fire. Now I get 5 levels of depth.

So the recorded data isn't going to give 5 levels? I will always have to download to get it? This is for ES and I have a SuperDOM running ES while recording.

Thanks

[NinjaTrader_Jason]

It should work for recorded Market Replay data as well. What times are listed for the L2 data you recorded?

I recorded 2 minutes of ES 09-10 data this morning, while the SuperDOM received 5 levels of market depth. Subsequently I replayed the recorded data and it displayed 5 levels of market depth as well.