No call for OnMarket depth

[teoteovn]

Hi guys,
I download data for ES-06-12 for March and April to run market replay, which is working fine for me. Yesterday I download ES-09-12 for 18-22 June and run market replay, I have data in DOM but my indicator's OnMarketDepth is not called at all. ( I put the break point at the function but no hit, it hit OnBarUpdate only). Is there any way for me to detect why my OnMarketDepth doesnt get called?

[NinjaTrader_Matthew]

Hello,

Can you please try running our Sample OnMarketDepth indicator on these sames dates and let me know if it produces any results to the output window:

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

[teoteovn]

Hi Matthew,
I got it, the data start at 12pm but the L2 data only start at 2:55 pm, maybe server's data only available from that time. Thank you so much for another very quick reply

[NinjaTrader_Matthew]

Happy to help.

Can you clarify what date the L2 data did not start until 2:55pm?

[teoteovn]

As you can see in the picture, ES 9 12 only has L2 data around 3pm

[NinjaTrader_Matthew]

Hello,

When I download L2 data from our servers, the data starts at midnight eastern time.

Can you please right click in the market replay controller and select "Available Data"?

What time does the L2 data start for this date?

What time zone are you located in?

[teoteovn]

My time zone is UTC +8, Singapore.
The data is available at 12pm

[teoteovn]

Btw. quick test for 19June2012, same result L2 start at 3 pm, L1 start at 12pm

[NinjaTrader_Matthew]

The data should start at 12:00PM

Do you see all the market depth at 12:00PM on the SuperDOM?

Does the sample MarketDepth script fire at 12:00PM or 3:00PM?

Can you try re-downloading L2 data from our servers for these dates?

[teoteovn]

for DOM yes I can see the data,
for the example script it print out empty data until 3pm.
I will download it again.
Thanks