Discrepency between OnMarketDepth delete event and SuperDOM

[zundradaniel]

I'm developing an indicator utilizing the OnMarketDepth method. Since it's the weekend, I'm using replay data and noticed something weird in the data that I'm not sure is caused by some quirk in the replay or not. I'm printing out delete events and noticed at 12:16:36 AM EST there appears to be tons of orders that suddenly got pulled from the orderbook simutaniously but that state does not reflect in the SuperDOM (I thought the SuperDOM used OnMarketDepth behind the scenes, but I guess not?) Attaching a screenshot for inspection and feedback.

[NinjaTrader_ChelseaB]

Hello zundradaniel,

The PullingStacking SuperDOMColumn script is using both OnMarketData and OnMarketDepth on lines 62 to 147.

However, this script is not processing Operation.Remove events.

[zundradaniel]

NinjaTrader_ChelseaB Could you clarify? (What script are you referencing...I didn't post my script haha). The descrepency I'm referring to is not the pull/stack column although it's semi related. I'm talking about the massive amount of liquidity that OnMarketDepth informed that was deleted according to the Delete event but if you compare to what the superdom is displaying, those orders are still present in the orderbook. I can post the script if that helps.

[NinjaTrader_ChelseaB]

Hello zundradaniel,

It looks like from your screenshot you have the PullingStacking SuperDOMColumn script applied to your SuperDOM, and this is the script that I am referring to.

If not, what script do you have applied to the SuperDOM?

[zundradaniel]

Yes, you're correct it is the pull/stack script applied; However, that's not part of the issue. Here is another screenshot that maybe better explains what I'm talking about.