Lag and discrepancy between TS and NT DOMs

[maiganrui]

Hi All,

I currently use TradeStation 8.6, but am evaluating NinjaTrader to use with a another supported futures brokerage partner.

I configured TradeStation and NinjaTrader per the instructions on the web.

Few issues I saw right away, and appreciate any workarounds for my issues.

1. There is definitely a time lag and discrepancy between TradeStation's Matrix and NT's SuperDOM. Attached is the gif file illustrating the difference. You can see the ask, bid quantities and the last trade quantity on both the platforms are not the same. Some how the real time data feed is not handling TS's data feed correctly.

2. TS Matrix is able to provide a Market Depth, but I am having an issue with displaying the Market Depth in NT. I update the property "Show Market Depth" to True, but this did not help. I do see a message in the Log "Unable to start market depth data for instrument 'ES 09-09'. Provider does not support market depth.

3. I canceled an order and the 'x' still remained on the SuperDOM window. The order was canceled fortunately. Bug in the GUI.

Thank you.

Mai

[NinjaTrader_Bertrand]

Mai, thanks for the post - for the TradeStation connection only Level 1 market data is supported, so getting no market depth display is expected. I'm not sure which lag you're talking about, but the last on bid / ask / last are the same on both DOM's as per your screenshot. Was there another order working perhaps? Then the red x at the botton would stay...