SuperDOM # of market depth levels

[NJA_MC]

Working with the SuperDOM, I entered a value for the Depth of Levels > the depth provided by the market. For example. CL 06-15 I set to 11. This seemed to cause some funny displays on the DOM, so there seems to be something magical about this number in how it is coded.

I saw values in the SELL column Below the Ask/Bid price. Also, seemed like SELL (very slow data in the evening so might be BUY as well), showed most of the correct L2 data, some seemed made-up, just wrong.

It might be worth tightening this up so if it is set wrong it doesn't cause confusion and errors. not sure what this does to the ATM strategies if they are live.

[NinjaTrader_Ray]

Working with the SuperDOM, I entered a value for the Depth of Levels > the depth provided by the market. For example. CL 06-15 I set to 11. This seemed to cause some funny displays on the DOM, so there seems to be something magical about this number in how it is coded.

I saw values in the SELL column Below the Ask/Bid price. Also, seemed like SELL (very slow data in the evening so might be BUY as well), showed most of the correct L2 data, some seemed made-up, just wrong.

It might be worth tightening this up so if it is set wrong it doesn't cause confusion and errors. not sure what this does to the ATM strategies if they are live.

Static or Dynamic SuperDOM?

[NJA_MC]

Sorry,

I only have one DOM in my system and it is the Dynamic.

[NJA_MC]

Another note:

I just tried setting the MAX value during the high volume time of the day and don't see this issue.

This might be tied to the lower volume trading times of the day, maybe low volume instruments. I will try tonight and capture a screen shot of what I saw, but there may be a slow moving instrument you can test this on. What I saw was slow and discrete updates to the ladder and sometimes more than 10 in the list and other times a BUY below the ask still visible.

[NJA_MC]

Looks like it happened on the faster speed as well, little different than what I saw last night but still not correct.

EDIT:

Just uploaded another photo, seems like the same error is static, the 9 and 7 are at the same price as the price ladder moved through them.

[NinjaTrader_Matthew]

Another note:

I just tried setting the MAX value during the high volume time of the day and don't see this issue.

This might be tied to the lower volume trading times of the day, maybe low volume instruments. I will try tonight and capture a screen shot of what I saw, but there may be a slow moving instrument you can test this on. What I saw was slow and discrete updates to the ladder and sometimes more than 10 in the list and other times a BUY below the ask still visible.

Thanks for the report. We will keep an eye out on this on our end, however if you can run some tests as well please let us know if you see the same behavior.

[NinjaTrader_Brett]

Wanted to update this problem was isolated internally and is fixed for Beta 2. #8129