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Bid/Ask Reversal

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    Bid/Ask Reversal

    For a couple of weeks now I get a Bid/Ask reversal every day in the FDAX. The bid starts climbing far above the Ask and stays there for a while or vice versa. This happens every time the FDAX gets a little bit faster (not “fast” markets, just a bit faster than usual) and hasn’t happened before. This of course leads to nonsense trades (in this case I make winning paper trades just by entering and closing them) and I’m wondering what would happen in real trades. So, what’s wrong here?

    It seems that the Ask price or the Bid price “hangs”, depending on a long or short move. The volume at each level changes rapidly and constantly though, no matter where the current Bid or Ask is displayed. Sometimes data is also missing for a couple of seconds. After a while, when the market moves slower again, the price display normalizes again.

    This occurs in the Super Dom, the Orders Window in the Control Center, the Time and sales window etc. In the Time and Sales window you can easily see, that every price is displayed as traded above the Ask in this case, as the standard gold colour indicates.

    I have an AMP Trading Account with a TT Feed and use NT 6.5.1000.14, if this should matter in this case. I have 3 Workspaces open, my average CPU Load with NT is rather low and the system is running without any problems. All other charts show no problems so far, it just happens with the FDAX. Since you always claim that NT works like a radio receiver and just displays the data it receives (which makes sense), this must mean, that this is a general problem, since I surely don’t get my own special FDAX data. So either the data comes in wrong from the exchange, from you or my broker (which should affect everyone or at least all AMP customers). Of course everyone would claim they send the right data, which leads again to NT.

    Before I get your standard answers: I already checked my system performance (no problems), the amount of charts or indicators or what ever is not the problem (all charts are identical, it just happens with FDAX), I already removed FDAX from the instrument list, reseted the list, added FDAX back, no difference.

    I need a way to check the received data, so we can definitely see, whether it is a data problem or an NT problem. Of course I’d appreciate any other real solution.
    Attached Files
    Last edited by NinjaTurtle; 11-09-2009, 09:37 AM. Reason: Problems with data feed or display of data FDAX

    Hello NinjaTurtle,

    Thank you for your post.

    Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Kyle" in the subject line.

    in the message, please include the following:
    1.) A link to this forum thread.
    2.) Your most recent log and trace files.
    You will find the log file here: My Documents > NinjaTrader 6.5 > Log > log.YYYYMMDD.txt
    You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
    KyleNinjaTrader Customer Service


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