Level II data during Market Replay does show orders issued by custom strategy?

[afoschini]

Hi,

I am testing my strategy with market replay and it seems to me that when I submit an order Long on a limit price below current market price, Level II windows does'nt show my bid in the book.
Is the strategy activity supposed to be tracked by market replay Level II data or not?
thanks
Andrea

[NinjaTrader_ChelseaB]

Hello Andrea,

Level II data is provided with Market Replay data during real-time playback for supported instrument types (but not historical tick data).

You can check the Level II window during playback to verify for that instrument.

In your script are you printing in the OnMarketDepth() method?

What are printing in this method?

Are the prints not appearing in the Output window?

Does the SampleCustomEvents reference sample also not output to the Output window?

https://ninjatrader.com/support/helpGuides/nt8/en-us/using_custom_events_to_output_.htm

[afoschini]

Thank you Chelsea for this first feedback. Let me explain better the issue. with the help of the attached diagram. At 19.00 (OnBarClose) my strategy fires EnterShortLimit @ 69,35, 100 contract.
In that moment on that level of price there is a ASK offer for 1 contract.. Is it correct to assume that when this order will hit the "simulated market" (as to say OrderState ==Working) the book will show (at least) my 100 contracts on the ask side @ 69,35 (or something less should any part of that be matched by buyers)?

In other words, do my order impact the simulated market or not?
thanks
Andrea

[NinjaTrader_ChelseaB]

Hello Andrea,

No, orders placed to the Sim101 or Playback101 do not affect the real-time data from the market and also do not affect the Simulated Data Feed or Playback feed.

The playback is a recording from a real trading session. You cannot affect this recording.

[afoschini]

Ok!! Thank you!
bye