Level 2 Nifty

[noemotions]

NIfty ( NSE India ) has only 5 levels of market depth instead of 10 ( for other USA markets ).
If I try to start Level 2 for Nifty Futures , Ninja trader crashes.
I even tried to change the size in properties to 5 from 10, but still crashed.

Thanks,

[NinjaTrader_Chip]

Hello noemotions,

Thank you for your post.

So that we can see what might have taken place in the background, please send us your log & trace files for one of the effected dates.

You can find these in your (My) Documents folder at the file path:
1. NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
2. NinjaTrader 6.5 > Log > log.YYYYMMDD.txt

If you are using NinjaTrader 7 then just substitute 7 for 6.5 in the file path above.

Just attach these text (.txt) files to your email/response.

Make sure to include a reference to this forum thread & send it to support AT ninjatrader DOT com

Thank you,

[noemotions]

Its working now.

Very strange, it never worked before always crashed.
After your reply I tried 1 more time before sending you the files and guess what it started working now.

Did you do anything on your end , I don't think this was random it was consistently crashing?

Thanks,

[NinjaTrader_VinceB]

Hi,

We didn't do anything on our end. Not sure what happened, but if this happens again send a note to support reporting the issue and including logs and traces.

[bukkan]

FYI
NSE provides only 5 levels of market depth.

the tick size of NSE scripts is .05 irrespective of script value. so a 1 Rupee script has a tick size of .05 and Nifty (currently @ almost 6000 Rupee) too has a ticksize of .05

the bid ask spread in Nifty is generally/often more than 1 Rupees or even 2 Rupees. thus if calculated by tick count it comes to 20 levels (considering we have a 1 Rupee spread) with only 5+5 level of market depth data as provided by the exchange. this factor often poses a challange to the DOM.

[laserwolf]

hi noemotions, where are you getting nifty data from? thx

[noemotions]

Interactive Brokers

[alexmax021]

Hello noemotions,

Thank you for your post.

So that we can see what might have taken place in the background, please send us your log & trace files for one of the effected dates.

You can find these in your (My) Documents folder at the file path:
1. NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
2. NinjaTrader 6.5 > Log > log.YYYYMMDD.txt

If you are using NinjaTrader 7 then just substitute 7 for 6.5 in the file path above.

Just attach these text (.txt) files to your email/response.

Make sure to include a reference to this forum thread & send it to support AT ninjatrader DOT com

Thank you,

Thanks for sharing.



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