Level II Book duplicate and missing levels

[saltminer]

Hi,
I'm using the Level II code direct from the NT7 sample provided here : http://www.ninjatrader.com/support/f...7&d=1305216647

On ZN futures I am experiencing the occasional missing level in the price ladder, and some duplicate levels. For instance, here is some of the debugging code printing out the Level II book, one price is missing and another is duplicated.

132'035 not found in level II ladder for the TrailStop!! Taking no action. Level II book is this:
Ask Book:
Ask Price 5 =132'060 Volume=3058
Ask Price 4 =132'055 Volume=2350
Ask Price 3 =132'050 Volume=2391
Ask Price 2 =132'045 Volume=2757
Ask Price 1 =132'040 Volume=2473
Ask Price 0 =132'030 Volume=25
Bid Book:
Bid Price 0 =132'025 Volume=3034
Bid Price 1 =132'020 Volume=3262
Bid Price 2 =132'020 Volume=3402
Bid Price 3 =132'015 Volume=2320
Bid Price 4 =132'010 Volume=2403
Bid Price 5 =132'005 Volume=2199

Do you have any helpful suggestions? Remember this is the Ninja supplied Level II code at work here.
Many thanks,
saltminer

[NinjaTrader_Bertrand]

Thanks for the report saltminer, we will look into and get back to you with our thoughts.

[chancehero]

I have the same problem and its annoying !

it seems that when the prices change, the code cycles through all the levels and replaces a price level with a new one and leaves a gap. seen very clearly below in the ask.

Ask Book
Ask Price=1556 Volume=221 Position=0
Ask Price=1556.5 Volume=833 Position=1
Ask Price=1556.75 Volume=1205 Position=2
Ask Price=1557 Volume=1179 Position=3
Ask Price=1557.25 Volume=1084 Position=4
Ask Price=1557.5 Volume=1081 Position=5
Ask Price=1557.75 Volume=1008 Position=6
Ask Price=1558 Volume=1295 Position=7
Ask Price=1558.25 Volume=946 Position=8
Ask Price=1558.5 Volume=2126 Position=9
Bid Book
Bid Price=1555.75 Volume=894 Position=0
Bid Price=1555.5 Volume=1811 Position=1
Bid Price=1555.25 Volume=944 Position=2
Bid Price=1555 Volume=1157 Position=3
Bid Price=1554.75 Volume=1079 Position=4
Bid Price=1554.5 Volume=1314 Position=5
Bid Price=1554.25 Volume=1351 Position=6
Bid Price=1554 Volume=1216 Position=7
Bid Price=1553.75 Volume=1998 Position=8
Bid Price=1553.5 Volume=2662 Position=9
Ask Book
Ask Price=1556 Volume=221 Position=0
Ask Price=1556.25 Volume=694 Position=1
Ask Price=1556.75 Volume=1205 Position=2
Ask Price=1557 Volume=1179 Position=3
Ask Price=1557.25 Volume=1084 Position=4
Ask Price=1557.5 Volume=1081 Position=5
Ask Price=1557.75 Volume=1008 Position=6
Ask Price=1558 Volume=1295 Position=7
Ask Price=1558.25 Volume=946 Position=8
Ask Price=1558.5 Volume=2126 Position=9
Bid Book
Bid Price=1555.75 Volume=894 Position=0
Bid Price=1555.5 Volume=1811 Position=1
Bid Price=1555.25 Volume=944 Position=2
Bid Price=1555 Volume=1157 Position=3
Bid Price=1554.75 Volume=1079 Position=4
Bid Price=1554.5 Volume=1314 Position=5
Bid Price=1554.25 Volume=1351 Position=6
Bid Price=1554 Volume=1216 Position=7
Bid Price=1553.75 Volume=1998 Position=8
Bid Price=1553.5 Volume=2662 Position=9