Mismatching DOM & Level2

[cls71]

Hello,
I observed this problem. Looks like if Level2 and DOM are mismatched.
I think that they must be equal (is it correct? ).

I ran one stoxx session saved with market replay.

Greetings.

[NinjaTrader_Ben]

Hello,


Did you test this when the market was open?
Someone will test this for you on Monday when the market is open.

Note that spreads can invert so the Ask and Bid will flip. This is a normal market condition that happens occasionally.

[cls71]

Hello Ben,

but the DOM and the LevelII must match exactly, isn't it?

Moreover, in the posted image, the 2.479 row isn't.

I think that maybe it is an bug of the market replay.

Greetings

[NinjaTrader_Ben]

Hello,

Please post your replay data so someone can test this on Monday.

[cls71]

Hello Ben,

here are the links (the nt2 file has 1409kb and I cannot post in NT forum)

http://rapidshare.com/files/179943210/FESX_12-08.nt2.html

http://rapidshare.com/files/179943364/FESX_12-08.ntm.html

Greetings

[cls71]

Hello Ben,

Sorry, but this is an issue from Interactive Brokers. I was getting the real time from my IB demo account.

The issue appears in demo account, not in real account. NT works perfectly.

I'm sorry for the wasted time.

Best Regards