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Market Replay Connection Problem

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    Market Replay Connection Problem

    Hi,

    I am experiencing a problem where the L2 data is out of sync with the L1 data using market replay connection. You will see inside bid and inside ask are replaying as expected but the L2 on the DOM is way out.

    Please see the screen snapshot attached.

    Regards,
    suprsnipes.
    Attached Files

    #2
    Thank you for reporting.

    What date are you viewing in this screen shot?

    Was this data downloaded from our servers, or recorded from a live connection?
    MatthewNinjaTrader Product Management

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      #3
      It is data that has been recorded live. It is from the 09th August 2012, times are Australian Eastern Standard Times.

      Comment


        #4
        Hello suprsnipes,

        Thank you for your response.

        I would like to test this item on my end using the data you have for this instrument and date.

        Please send a note to support[at]ninjatrader[dot]com with "ATTN": Patrick" in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=51785

        Please attach the Market Replay Data for August 9th for the SPI 09-12 to your e-mail to support[at]ninjatrader[dot]com.
        You can find the Market Replay Data on your PC in the (My) Documents\NinjaTrader 7\db\data\20120809 folder. The will be listed as "SPI 09-12.ntm"

        In addition, please advise what data provider you connect to and recorded this data from.

        I look forward to assisting you further.

        Comment

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