OrderFlow Depth

[wavestrader]

When price becomes more volatile and orderflow market depth has different colors for bid/ask, they will overlapped. Attached is an example. Would like to know if this can be fixed.

[NinjaTrader_PatrickG]

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

Can you provide a screenshot of your Order Flow Market Depth Map indicator settings so I may attempt to replicate what you're reporting?

[wavestrader]

8.0.16.2 64-bit. I have 10s, 30s and 2m charts with depth and it will do this on all 3, although there will be slight differences.

[NinjaTrader_PatrickG]

Just to clarify, you're referring to seeing one color surrounded by another color like this? If not could you point out in your screenshot what you're referring to specifically?

[wavestrader]

Yes. So I should only see red above price and only blue below price. At times, and it is more evident when price is volatile, the red will be below price and blue will be above price (or whatever color scheme is on assuming it is 2 different colors). Real time does not change, just the historical, real time never has the problem, just historical.

[NinjaTrader_PatrickG]

I was able to replicate this issue on my end. The issue appears to be with the 'extend last known value' plotting incorrectly during high volatility (I could also reproduce in Market Replay by playing back at a high speed). I've submitted this to the Development Team for review. The internal tracking number is QA-4160. I'll follow up when I have any relevant information.

Thanks for bringing this to our attention, and thanks in advance for your patience.