Level II data in Market Replay

[webcharacter]

Hello,

I’m using NinjaTrader 7.0.1000.4 connected to the Market Replay. I have an indicator which overrides OnMarketData to construct an L2 ladder. This indicator works fine in real-time, but in Market Replay doesn’t appear to function at all. I put a Debug.Print statement in the OnMarketData method, but no data appears in the Output window, as if the OnMarketData method isn't being called at all. I also checked the Available Data from right-clicking the Replay Control, and the L2 data does exist for the proper dates.

Can you tell me what I can do to get the L2 data in Market Replay? Thanks for your help.

Brian Warren

[NinjaTrader_RyanM1]

Hi Brian,

First thing I would check is that you're using the appropriate methods for the data you're monitoring.

OnMarketData() - is called for changes in level 1 data. This includes last, volume and only the best bid / ask.

OnMarketDepth() - Is called for changes in level 2 data. This is the market depth you would see on a superdom.