Hong Kong Futures not filling the DOM

[Tremblinghandtrader]

I trade Futures from Australia, the SPI 200 on the Sydney Futures exchange and the HSI on the Hong Kong Futures Exchange. I use IB as the Futures broker. And use IBs data to feed Ninja trader. With The SPI trade Ninja works great I am using the DOM as the execution window and it seems to be updating a fraction of a second faster than IB’s own DOM, same with Globex Futures but with the Hong Kong Futures The DOM is unusable. It never fully updates and mostly has only 1 or two lines of market depth while the IB DOM is updating perfectly as I have checked it against another futures brokers data? It seems to be just a problem with the fast moving Hong Kong market and the Ninja DOM. I have contacted support and was told,

'NinjaTrader acts like a radio receiver in that we display data as it is provided. The issue is related with the data feed, not the platform. It seems IB data from the Hong Kong Futures Exchange is not being optimal transmitted to NinjaTrader.'

But this is just wrong. As you can see from the screen shots the Ninja Level 2 screen is updating perfectly but the DOM is not. The explanation I got back is very frustrating as Ninja is getting the data but it is just not showing up in the DOM.


Thanks in advance for any help

[NinjaTrader_Eamon]

I trade Futures from Australia, the SPI 200 on the Sydney Futures exchange and the HSI on the Hong Kong Futures Exchange. I use IB as the Futures broker. And use IBs data to feed Ninja trader. With The SPI trade Ninja works great I am using the DOM as the execution window and it seems to be updating a fraction of a second faster than IB’s own DOM, same with Globex Futures but with the Hong Kong Futures The DOM is unusable. It never fully updates and mostly has only 1 or two lines of market depth while the IB DOM is updating perfectly as I have checked it against another futures brokers data? It seems to be just a problem with the fast moving Hong Kong market and the Ninja DOM. I have contacted support and was told,

'NinjaTrader acts like a radio receiver in that we display data as it is provided. The issue is related with the data feed, not the platform. It seems IB data from the Hong Kong Futures Exchange is not being optimal transmitted to NinjaTrader.'

But this is just wrong. As you can see from the screen shots the Ninja Level 2 screen is updating perfectly but the DOM is not. The explanation I got back is very frustrating as Ninja is getting the data but it is just not showing up in the DOM.


Thanks in advance for any help

Within the SuperDOM only five price levels are viewable within NinjaTrader. From the screen shots it appears that this is the case. Because we do not display deeper than 5 price levels not all levels are being displayed within the DOM window. Are you having similar problems on contracts with more volume?

[NinjaTrader_Ray]

NT only supports 5 levels of depth. What you see in the NT DOM is what we display and what is given to us by IB.

[Tremblinghandtrader]

NT only supports 5 levels of depth. What you see in the NT DOM is what we display and what is given to us by IB.

Just to make it clear in the screen shot the DOM on the right is IBs booktrader which is showing 5 levels on the bid and ask and updating effectively. The level 2 screen at the top is NTs and is showing 5 levels of bids/ask and updating exactly matched to IBs booktrader while the DOM on the left is NT and is showing sometimes 1 level sometimes 2 or 3 but sometimes none! They are all displaying the same HSI contract.

How do you explain the different data between the NT level 2 and NT DOM??
NT level 2 is being filled and updating perfectly while the NT DOM is not showing the right data? Not even 5 levels and not the same data as NT.

[NinjaTrader_Ray]

NT DOM only shows 5 levels (5 price levels) above the ask or below the offer. Not 5 available levels. It is possible that the price display may be off due to this reason, it it is inaccurate then it is a limitation of the DOM for this particular market.

[Tremblinghandtrader]

NT DOM only shows 5 levels (5 price levels) above the ask or below the offer. Not 5 available levels. It is possible that the price display may be off due to this reason, it it is inaccurate then it is a limitation of the DOM for this particular market.

Thanks for the quick reply.

Gee that is disappointing I really like NT but if that is the case it is unusable.

You will not doubt be passing this on to the development team. China is a big market.

Regards,

[NinjaTrader_Jason]

I will forward your inquiry to our development team and ask them if they can add this to the list of future improvements for the software.

[pipal]

Hi,

Has the DOM's issue with HSI solved? I like Ninja's DOM very much and would like to use it to trade HSI via IB too. Thanks.

regards,
pipal

[NinjaTrader_Ray]

Nothing has changed, NT only supports 5 price levels of market depth.

[Tremblinghandtrader]

Nothing has changed, NT only supports 5 price levels of market depth.

Very strange feature, restricting available data to the user.
Also no good for GOLD and most other Commodities.

It seems if you don't trade CME NT isn't for you