I have some more information regarding this.
Using the attached tool to programmatically analyze the Level 2 window, I was unable to create a situation using the futures list or the S&P 500 in which there was a sustained difference between the Level 2 book reported by the tool I made previously available and the Level 2 window. That is, this tool's globally available AskPrices.Count and BidPrices.Count never differed from the previous script's Ask and Bid book counts for more than 1 tick.
If these two tools unmodified reveal a difference between these on your end, please let us know at platformsupport[at]ninjatrader[dot]com referencing Attn:NinjaTrader_JessicaP and 1686082 so that we can examine your system directly and determine the differences between your test environment and our own.
If you can modify either of these tools to produce a discrepancy, please also let us know so that we can investigate the NinjaTrader platform more thoroughly for bugs.
As always we are happy to answer any further questions that come up.
Using the attached tool to programmatically analyze the Level 2 window, I was unable to create a situation using the futures list or the S&P 500 in which there was a sustained difference between the Level 2 book reported by the tool I made previously available and the Level 2 window. That is, this tool's globally available AskPrices.Count and BidPrices.Count never differed from the previous script's Ask and Bid book counts for more than 1 tick.
If these two tools unmodified reveal a difference between these on your end, please let us know at platformsupport[at]ninjatrader[dot]com referencing Attn:NinjaTrader_JessicaP and 1686082 so that we can examine your system directly and determine the differences between your test environment and our own.
If you can modify either of these tools to produce a discrepancy, please also let us know so that we can investigate the NinjaTrader platform more thoroughly for bugs.
As always we are happy to answer any further questions that come up.
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