Market replay dom L2 data is missing...

[Bidder]

Market replay depth of market L2 data is missing beginning Sept 13 on ES 09-24 contract.
Also missing on today ES 12-24

[NinjaTrader_ChristopherJ]

Hello Bidder,

Thank you for posting.

This has been reported to our development team and I will update this thread once I receive confirmation this has been resolved.

Thank you for you patience.

[Bidder]

Still seems to be the issue going on

[NinjaTrader_ChristopherJ]

Can you tell me what date you downloaded and on what day you downloaded this data. Keep in mind when downloading replay data Level II data for the current day will not be available until after midnight eastern time for that day.

[Bidder]

Thanks for reporting this issue as you mentioned in your response. It appears to have been fixed.

The following information is simply to document the original issue:

The examples below are using ES 09-24, however, the exact same issue was effecting ES 12-24

This post from another user reports the same issue:

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1318206-market-replay-data-missing-for-friday-sept-13-maybe

This is Friday Sept 13 data for contract 09-24 and was downloaded on Monday Sept 16


This is the same data that was just downloaded today




Below:
The left image is the DOM while replaying the 33kb file.
The right image is the DOM while replaying the 69kb file.

[NinjaTrader_Clayton]

Hello Bidder,

Thank you for the updates.

After further investigation, I've found that there was a change in the way the Level 2 Data is saved and provided to optimize our Historical Data and Market Replay servers:

• Level 2 will not be available/included for the current day until after Midnight, Eastern Time.
• It will then get pushed to the Market Replay Servers and then be included.

For example:

• Today is 9/27/2024
• It is currently, 4:04 pm MST (6:04 pm EST) where I'm at. If I try and download the Market Replay data for today (9/27/2024) right now, it will only include the Level 1 data.
• If I wait until after 10:00 pm MST (12:00 pm EST, so it is "tomorrow" or 9/28/2024 in the Eastern Time Zone) then try downloading the Market Replay Data, it will include the Level 2 data as well.

Moving forward, this is how the Market Replay data will work.

Please let us know if we may provide any further assistance.

[Bidder]

Thanks for the update