Is there a reason why OnMarketDepth is not being called?

[Jeremytang]

I've tried this on three machines... all installed with NT7 connected to the same IB connection.

Only one machine seems to get the OnMarketDepth() call, the other two do not. The strategy code is identical for all 3, as well as the strategy parameters.

Is there some setting somewhere that prevents/enables this function to be called?

Note: bringing up the market level II window works fine on all three machines.

[NinjaTrader_RyanM1]

Hello Jeremytang,

I can't think of any reason why OnMarketDepth() call works differently depending on the machine, when all other factors are equal.

Same instrument, same session template, etc.

What are you using to confirm it's called? A simple print statement should work.

[Jeremytang]

Yes I'm using a print statement... it's very fickle, I just got it working on a second machine, without changing anything; It was also working on the last machine this morning, and now it's not.

I wish there was some way to force it being called. It seems to me it gets called when it somehow sees an override of the MarketDepth method, is that the case?

Jeremy

[NinjaTrader_RyanM1]

It's called with any change in level II data, which can be frequent or not depending on the market you're looking at and current activity. Correct - you'll need to override the method to verify. Do you have something like this in your strategy?

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print("OnMarketDepth Called");
}

[Jeremytang]

Yes basically that's what I have... I'm looking at ES, YN, YB market level II which is very active...

Is there a way to force it to recognize that it needs to call the method?

[NinjaTrader_RyanM1]

It's only called during changes to level II handler, so there's no way to force it outside of this event.

To track this down:
Check log tab of control center for any error messages.
Simplify your code so you're only using the snippet posted earlier to verify it's called. If everything works properly, then there's likely an issue with the custom code you're using.

[Jeremytang]

I must say this is rather frustating... I've just confirmed that it's not the code. I've created a brand new strategy. The only method I've implemented is this:

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print(e.ToString());
}

Works just fine on the computers that were running it fine before, and again doesn't work on the third computer. I've tried switching everything to the simulated accounts, switching to the free trial serial, connecting to both the paper traded IB and real trading IB accounts - same instruments, timeframe each time. Same result.

Nothing in the log either other than the standard: Enabling strategy message

[Jeremytang]

This is weird... I suddenly got it working - again didn't do anything except maybe restarted the strategy (probably for the 20th time today). I don't know what caused it not to work, but it must be some bug preventing it from working.

[NinjaTrader_JoshP]

Jeremytang,

What session template are you using? Please open a T&S window of the same instrument on the side and see what you get off of that as well.

[Jeremytang]

I was using the rth template, but switched it to eth (on all machines) to continue testing on all the machines once the regular trading hours were finished.

[NinjaTrader_RyanM1]

Are you still having issues with this? Can you pull up a level II screen or Superdom window to verify you're getting market depth at the same time you're trying to print from this method?

I can try with your script on my end to help eliminate code as possibility.