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Market Replay Issues - Level II

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    Market Replay Issues - Level II

    Hi there, could I get some help on resolving market replay issues? I downloaded BOTH level I and level II data for ZN and ES futures, however, the DOM does not display the bid/ask as the market fluctuates while an open chart plots fine.

    Both level I & II work perfectly for the FESX Eurostoxx futures though. Any assistance would be much appreciated. Cheers.

    #2
    Hello homey,

    Thank you for your post.

    Glad to assist. To test, please reset your instruments, this will ensure that the internal setting for the instruments are up-to-date with server specifications: Disconnect and go to the Tools menu, select the Options menu item, select the Data tab, and then click on 'Reset Instruments'.

    You will need to close and restart NinjaTrader for the settings to take effect.

    If you're still unable to get data when replaying, can you please let me know what contract month/year and date that was downloaded?

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_EricB View Post
      Hello homey,

      Thank you for your post.

      Glad to assist. To test, please reset your instruments, this will ensure that the internal setting for the instruments are up-to-date with server specifications: Disconnect and go to the Tools menu, select the Options menu item, select the Data tab, and then click on 'Reset Instruments'.

      You will need to close and restart NinjaTrader for the settings to take effect.

      If you're still unable to get data when replaying, can you please let me know what contract month/year and date that was downloaded?

      We look forward to assisting further.

      Thanks for your prompt reply EricB. I am still unable to get data after the 'Reset Instruments'.

      As an example, for ZN 03-18 (downloaded for 23/01/18) the bid/ask data shows initially but stops and freezes after a few minutes into the new session. They stay at that level while prices move up and down through the course of the day.

      Comment


        #4
        Thank you for your reply.

        Sorry to hear that didn't help. Please write into to PlatformSupport[AT]NinjaTrader[DOT]Com along with your log and trace files and a link to this forum post.


        Please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

        * Open your NinjaTrader folder under Documents.
        * Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
        * Send the 2 compressed folders as attachments to the email
        Eric B.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_EricB View Post
          Thank you for your reply.

          Sorry to hear that didn't help. Please write into to PlatformSupport[AT]NinjaTrader[DOT]Com along with your log and trace files and a link to this forum post.


          Please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

          * Open your NinjaTrader folder under Documents.
          * Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
          * Send the 2 compressed folders as attachments to the email
          I just sent the email. Look forward to hearing back from you

          Comment


            #6
            I have the same problem. What is solution?

            Comment


              #7
              There are currently known limitations with NinjaTrader 7 (7.0.1000.37 and prior) level II market replay data.

              We plan on including a fix for this in an upcoming release of NinjaTrader 7. I would recommend monitoring the release notes for an line item mentioning replay data:

              https://ninjatrader.com/support/help...ease_notes.htm

              The alternative solution would be to use NinjaTrader 8 as the newer platform does not suffer from the same limitation.
              Patrick G.NinjaTrader Customer Service

              Comment

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