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DOM Skipped Levels
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Definately unusual. It's hard to tell if that is a UI issue or a core / adapter L2 issue.
Would you be able to keep a Level II window open next to your DOM to cross check if you see gaps again?Last edited by NinjaTrader_Matthew; 08-19-2015, 11:00 AM.MatthewNinjaTrader Product Management
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Hi Matt,
There definitely appear to be gaps in the L2 data levels for CL at the moment. I checked and NT8 wanted to Roll-Over the instrument to 10-15 and did that, so data must be getting thin.
Just odd, didn't know the levels could do that figured I would get 0's for all the levels out to 10 rather than gaps... I need to look at some of my other code to make sure I don't use that assumption.
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