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DOM Skipped Levels

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  • NJA_MC
    replied
    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.
    Attached Files

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  • NinjaTrader_Matthew
    replied
    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, 10:00 AM.

    Leave a comment:


  • NJA_MC
    started a topic DOM Skipped Levels

    DOM Skipped Levels

    Hi,

    I haven't ever seen this before:
    http://screencast.com/t/XgXy7CMEMKne

    This video (really gets extreme around 4 Min mark) show GAPS in the DOM. It still seems like 10 levels are shown but major gaps are skipped. Is this truly possible or would the L2 data only show the 10 levels closes to the BID/ASK?
    Attached Files

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