Depth of market

[BobNowak]

Using a sim superdom with a tt feed the depth of market doesn't keep 5 up and 5 down. When the dom opens the depth of market is fine(es) as the market moves some bids and offers don't show depth of market. Is this a feed problem or a sim? Will it continue when I go live?

[NinjaTrader_Jason]

Hello BobNowak,

The SuperDOM will display the market depth data that is provided. This is not related to the free simulated version. When trading live you will use the same data source.

When I checked the ES 06-10 on my end, while connected to TT, I display 5 levels of market depth. How much levels of market depth do you currently display?

[BobNowak]

5 levels bu as the market moves up or down the previous level is not displayed. If the market is 116100b at 1161.25 the goes 1161.25b the depth of the 116100 bid will not be there and show nothing. The 1160.75 will still show depth.

[NinjaTrader_Jason]

Unfortunately I am not sure how to interpret you response. Could you please clarify?

[BobNowak]

When I open the superdom the depth is fine. As the market moves up or down some of the depths disappear. it will show 3 of the 5 possible. Usually it doesn't show the bid depth if the market is rallying. For example if the market when I open the dom is 1161.00 bid and offered at 1161.25 then rallys to 1161.25 bid it won't show the depth of the 1161.00 bid.

[NinjaTrader_Jason]

Hello BobNowak,

Can you please tell me what version of NinjaTrader you have installed. You can check at Help-->About.

I still reflect 5 levels of market depth on each side on my end. Does the issue persists on your end?

[BobNowak]

6.5.1000.15

I'm using 2 data feeds, 1st barchart real time and historical and TT. Real time. I wanted to use TT to try because I'm considering opening an account that uses TT and Ninja.

[NinjaTrader_Jason]

When connected to BarChart first, you will retrieve real-time data from BarChart and not Trading Technologies.

Can you please reverse the connection sequence or connect to TT only and check if this will make a difference.

[BobNowak]

I'll try and see how it goes and I'll let you know in the middle of the day. Thanks.

[BobNowak]

Now the depth works but the market analyzer doesn't post the net change for some products? I'm using tt first and barchart second.

[NinjaTrader_Kyle]

Hi BobNowak,


1.) Which instruments are not showing NetChange?

2.) Do you receive other values for these instruments?

[BobNowak]

Yes getting quotes but no net change for es

[NinjaTrader_Kyle]

Hi BobNowak,

Thank you for the clarification.

Unfortunately, this is as expected because TT does not provide a 'LastClose' value.
Without a value for 'LastClose' it is not possible to calculate 'NetChange'.

[BobNowak]

Shouldn't the barchart feed take care of that?

[NinjaTrader_Kyle]

Hi BobNowak,

Unfortunately, NT will not 'fail over' to the BarChart connection for this data. Since data is being received for the instrument, NinjaTrader will not pass the query on to BarChart.

In order for NT to 'fail over' to your other connection no data at all would need to be received.

For more information about how NinjaTrader uses multiple connections, please see the following link to our Help Guide: http://www.ninjatrader-support.com/H...leConnections1