I have been using downloaded data from the NinjaTrader servers for the 6E. For October 10-15 there is no Level II data available.
I recently switched a strategy to a volume bar but I am not getting any OnBarUpdate events for this entire week. I put a print statement as the first statement in OnBarUpdate and it does not print (but does in other weeks).
Could the lack of Level II data cause this?
Best Regards,
Scott
Comment