I would like to ask help for a problem I've been experiencing for awhile. I have been using the SampleMarketDepth indicator available at the forum to get Level II information. Since version 7.0.0.4, NinjaTrader crashes each night at 9PM PST (Sunday through Thursday), the time I believe MBTrading does their server maintenance.
After experimenting each evening, I found that the crash depended on the presence of the SampleMarketDepth indicator. With more experimentation, I convinced myself the problem was the OnMarketDept call itself.
To recreate the problem as I did, please generate a blank indicator (no input or output) and add the OnMarketDepth call with no bracketed code:
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
}
Connect to MBTrading before 9PM, then the crash should occur right at 9PM PST sharp.
Since I'm not always available at 9PM PST, it has been difficult to reset NinjaTrader each night so that I will have some hours of data ready for the morning. If you can tell me what can be done, I'd be grateful.
Best regards, Brian Warren
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