Noticed this around 17:00 EST after NY closed, though happens frequently. Last time I noticed it was yesterday similar time. I once also noticed it around 9:30 EST when NY opened.
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NinjaTrader
DOM bug
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DOM bug
The ask sizes are messed up. It also happened a while ago, so from memory I recall that it was an issue in the DOM not erasing previous ask sizes as price changed, though I could be wrong.
Noticed this around 17:00 EST after NY closed, though happens frequently. Last time I noticed it was yesterday similar time. I once also noticed it around 9:30 EST when NY opened.Tags: None
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Thank you for clarifying. Unfortunately the SuperDOM does not always report 5 levels of market depth. NinjaTrader acts like a radio receiver and reports the data it receives.
Some other instruments do not have 5 levels of market depth, see screenshot. For example, the YG 12-11 will not have 5 levels consistently either.
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