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Level II

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    Level II

    [FONT=&quot]Hello,

    I am new with NT software, sorry if my question was answered before.
    I am involved feeding Level II (Kinetic as is my provider).

    I have found that some levels are not removed, just for example (values take from OnMarketDepth event using your SampleMarketDepth.cs template):

    29,11 800 29,11 400 29,11 1100 29,11 200 29,11 100 29,11 200 29,11 200 29,09 400 29,09 300 29,09 200 29,08 2000 29 415 28,92 100 23,31 100 26,87 100 23,31 100 12,18 94 6,31 500 29,12 100 29,12 600 29,12 300 29,12 100 29,12 200 29,12 200 29,13 100 29,17 200 29,17 100 29,17 400 29,21 1000 29,3 100 29,38 800 34,98 100 31,41 100 34,98 100

    My surprise was find the same problem in the Level II Window (see attached image).
    Another question, what is the best way to codificate an aggregate order book in the same way as the summary window? Is it possible to have a class template for this job?

    Thank you in advance
    Attached Files

    #2
    Hello jbesada,
    Welcome to the forum and I am happy to assist you.

    Can you tell me the name of the instrument which displayed such behavior. If we can witness the same we will forward this to Televent/DTN's data department who can further investigate the matter.

    Please do note NinjaTrader is only a charting/trading platform and it plots the data as it receives from the datafeed provider.

    NinjaScript is basically C# and you can build your own class templates. But this is more of a C# query and beyond what we can support.

    I look forward to assisting you further.
    JoydeepNinjaTrader Customer Service

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      #3
      Thank you for the answer.
      It is Microsoft Stock (MSFT) but I am using now Kinetic (from this morning), not Telvent.
      Regards

      Comment


        #4
        I have received your Kinetick ID via email and will follow up after looking into the issue further.
        Christopher J.NinjaTrader Customer Service

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