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Market replay and LEVEL II data

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    Market replay and LEVEL II data

    Dear Sirs,

    Premise
    Connected to Zen Fire as data provider I collected Level II.
    In the live chart I added an indicator that calculate the live cumulative volume of bid/ask
    for ten levels. The indicator works fine with LIVE data.
    If I open superdom using Live data I see depth (only 5 level)


    Issue
    When in replay mode the indicator is unable to calculate as usual (no data enter into onMarketDepth) . If I open superdom when in replay mode I still cannot see depth .

    When using data downloaded by Ninja is see the same issue

    Question
    Is Replay Mode unable to replicate bid/ask level II data exactly as LIVE data?


    Thanks
    GB

    #2
    Sorry...everything is working fine.......

    Bye

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