Playback record

[levikNT]

Hi,

Is it enough to use the Market analyzer window without any indicators to record level 2 data or do I have also to add
Indicator to Market analyzer ?

Sincerely, kobi

[NinjaTrader_ChrisL]

Hello levikNT,

Thank you for your post.

A default market analyzer with no indicators on it will still record the live data as market replay data.

Please let me know if this does not resolve your inquiry.

[levikNT]

Hi,

Thank you for your response,

But The market analyzer record only level 1 data , level 2 data it did not record.
Also After I added indicator it still record only for level 1.

How can I record for list of instruments level 2 market data with the market analyzer?

Sincerely,Kobi

[NinjaTrader_ChrisL]

Hello levikNT,

Thank you for your reply.

I was able to get level 2 replay data from adding a single ADL indicator to the market analyzer (picked randomly). Could you try this same thing?

Are you checking that you have level 2 through a SuperDOM window? Running this window while recording live data will also gather level 2 data.

I look forward to your reply.

[levikNT]

Hello Chris,

Sorry, first you response that "A default market analyzer with no indicators on it will still record the live data as market replay data. "
but it record only level 1 , I added the EMA indicator and I got the result.

if you open the Level 2 window may be you will see data of level 2 that not updated when the play back is running , only the data of level 1 of the window is updated.
from the figure you can see that the playback time is 21:13:40 (Israel time ) but the level 2 time is display the same data of (19:19:40)
for all instruments. and not change at all.





I know that if I will add instrument to level 2 window it will be recorded , but I would like to record level 2 of list instrument.
according to help and previous discussion from the past it says that the way way to record a list is by the market analyzer.

so, now I am confuse , as I explained I tried to do so with and without Indicator and it doesn't work? I would like to record live Level 2 of a list.
what I have to do do?

Sincerely, Kobi

[NinjaTrader_ChrisL]

Hello Kobi,

Thanks for your reply.

Now I am getting mixed results. Yesterday, I ran a blank Market Analyzer and received only level 1 data for playback. I then ran a random indicator in the Market Analyzer and it looks like I got level 2 and 1 yesterday, but today that is not the case. Please allow some time for further testing.

Thanks in advance for your patience.

[NinjaTrader_ChrisL]

Hello Kobi,

Thanks for your patience.

There is no default indicator that can be a Market Analyzer column that calls the OnMarketDepth method in NinjaScript. Please add the attached script within the following directory:
Documents\NinjaTrader 8\bin\Custom\Indicators

This indicator will call OnMarketData and do nothing else. This will force NinjaTrader to record the level 2 data for all instruments in the Market Analyzer, so add the indicator as a MA column and record your live data like normal.

Please let me know if I can assist any further.