no level 2 in market replay nt7

[gamevoodoo]

Is it true that in nt7, the market replay doesn't record the level 2 data like nt6.5 did?


I have another questions, I like how you can set upper and lower margin for the chart in nt7, is there a way to do this in nt6.5 as well?

Thank you.

[NinjaTrader_Chip]

Hello gamevoodoo,

Thank you for your post.

Once Record for market replay is enabled, data is recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?market_replay.htm

Please clarify what you mean by setting the upper & lower margin of the chart.

Thank you,

[gamevoodoo]

Thanks for your reply.

I have been using nt6.5 for awhile. In nt6.5, I only need to have the charts open, it will record the data from the dom on its own. The only time I lost the dom data in the recording is when the record was done through multiple 24 hours sessions. Well, I started recording on nt7 since yestoday's session. Maybe that's why I lost the dom data.



The upper and lower margin are the settings in the chart panel properties (right click on price then choose properties). In nt6.5, there's no such thing, so I wonder whether there's a way to set the upper lower margin for charts in nt6.5 since I don't want to switch to nt7 for the moment.

[NinjaTrader_Chip]

Thank you,

This was a new feature added to the chart functionality added in NinjaTrader 7 – so this specific feature is not available in 6.5

Please let me know if I can answer any additional questions.

[KBJ]

Replay Data Recorder Bug? - NT7.0 beta 19

Once Record for market replay is enabled (see the "How to enable the Market Replay recorder" section above for how to enable), data is recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?market_replay.htm

One of my traders has occasional cases where the "ES 09-10.nt2" file does not get recorded. The other file (ES 09-10.ntm) file gets recorded fine. This causes market replay to not show level-2 data on the SuperDOM which she has pointed out to me on several occasions.

On further looking into the "Documents\NinjaTrader 7\db\data" folders, I see that on one day there was a .nt2 file but no .ntm file.

She always runs with the SuperDOM running for the ES contract, so per the above description the level-2 data should always get recorded, but I can clearly see that more than 10% of the time the file ends up missing.

I have used the workaround of downloading replacement replay data files from Ninja's server, but wanted to report this as it appears to be a bug.

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience.

[NinjaTrader_Chip]

Hello KBJ,

In order for me to understand what may be taking place with her set up, please send the Log & Trace files for one or more days when she experienced this.

They can be found in your (My) Documents folder at the folders:

1. NinjaTrader 7 > Trace > trace.YYYYMMDD.txt

2. NinjaTrader 7 > Log > log.YYYYMMDD.txt

Please include a reference to this thread & make it to my attention. You can email it to support AT ninjatrader DOT com.

Thank you,

[KBJ]

In order for me to understand what may be taking place with her set up, please send the Log & Trace files for one or more days when she experienced this.

Chip, I just sent you the requested files by email addressed to your attention.

[KBJ]

Once Record for market replay is enabled (see the "How to enable the Market Replay recorder" section above for how to enable), data is recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?market_replay.htm

For a different project I've been working on, I've set up a market analyzer to record 20 instruments simultaneously as was suggested in your earlier posting.

What I've discovered is that the ".nt2" files which contain Level 2 data do not get recorded with this setup.

Does this mean that I have to start 20 separate SuperDOMs to make NinjaTrader record the Level 2 data for playback?

[NinjaTrader_Chip]

Hello,

If you included an indicator in the Market Analyzer window that required Level II data, this would satisfy the requirement for being able to record the Level II data. You would not need to open multiple SuperDOM windows.

Please let me know if I can answer any additional questions.

[KBJ]

If you included an indicator in the Market Analyzer window that required Level II data, this would satisfy the requirement for being able to record the Level II data. You would not need to open multiple SuperDOM windows.

Chip, Thanks for that data.

So, if I added something like this to an indicator:

[COLOR=Blue]protected override void[/COLOR] OnMarketDepth(MarketDepthEventArgs e)
{
}

... would that be sufficient to cause the Level 2 data to be recorded (assuming that the indicator got added to the market analyzer)?

EDIT: I tested the above 3-lines of code by adding them to one of my indicators and after loading the indicator on the market analyzer, I'm now getting the level-2 data files for all 20-instruments.

[NinjaTrader_Chip]

Hello,

Yes – that should work. As long as you request Level II data in the Market Analyzer window.

[cashinvestor]

Could you be more specific for causing nt2 files to be recorded? Like what indicator in the default ninja provided indicators can I add to mkt anlzr to make it record level 2 data?

[NinjaTrader_Chip]

Hello cashinvestor,

Note: only SuperDOM, Level II, & FX Pro windows can record L2 data. (Please see post #2)

Please let me know if you have any additional questions.