I’m using NinjaTrader 7.0.1000.4 connected to the Market Replay. I have an indicator which overrides OnMarketData to construct an L2 ladder. This indicator works fine in real-time, but in Market Replay doesn’t appear to function at all. I put a Debug.Print statement in the OnMarketData method, but no data appears in the Output window, as if the OnMarketData method isn't being called at all. I also checked the Available Data from right-clicking the Replay Control, and the L2 data does exist for the proper dates.
Can you tell me what I can do to get the L2 data in Market Replay? Thanks for your help.
Brian Warren
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