Premise
Connected to Zen Fire as data provider I collected Level II.
In the live chart I added an indicator that calculate the live cumulative volume of bid/ask
for ten levels. The indicator works fine with LIVE data.
If I open superdom using Live data I see depth (only 5 level)
Issue
When in replay mode the indicator is unable to calculate as usual (no data enter into onMarketDepth) . If I open superdom when in replay mode I still cannot see depth .
When using data downloaded by Ninja is see the same issue
Question
Is Replay Mode unable to replicate bid/ask level II data exactly as LIVE data?
Thanks
GB
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