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ZN 9/3/2012 market replay data problem

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    ZN 9/3/2012 market replay data problem

    Hi,

    I've downloaded market replay data for ZN 9/3/2012, however the DOM & T&S data is all wrong from 8.30am-9.00am EST, is there any other source which i can download the data?
    Many thanks.

    #2
    Hi,

    here's the screen captured of the mentioned level2 data problem. thanks.
    Attached Files

    Comment


      #3
      Hello,

      Thanks for the note.

      Who is your main dayta feed provider you use for your live data?

      Is this replay data you downloaded from file->utilities->download reply data or data you recorded yourself?

      -Brett
      BrettNinjaTrader Product Management

      Comment


        #4
        hi,

        its downloaded from file->utilities->download reply data.
        Thanks.

        Comment


          #5
          Thanks and who is your main data feed provider for data for live data?

          -Brett
          BrettNinjaTrader Product Management

          Comment


            #6
            Hi,

            Its IQfeed.
            Thanks.

            Comment


              #7
              Hello,

              This data is like this on the server that you download market replay data on.

              Unfortunately I do not know why the data is corrupted we are looking into it now.

              Most likely the data is not corrected however we will look into to try and make sure it does not happen again.

              -Brett
              BrettNinjaTrader Product Management

              Comment


                #8
                DOM incorrect data

                Originally posted by NinjaTrader_Brett View Post
                Hello,

                This data is like this on the server that you download market replay data on.

                Unfortunately I do not know why the data is corrupted we are looking into it now.

                Most likely the data is not corrected however we will look into to try and make sure it does not happen again.

                -Brett
                I use Vision Financial and attempted a market replay of the downloaded level 1& 2 Data and I have the same issue with the DOM displaying incorrect Data where the order book does not show the correct amounts and shows more that 1 level. I also find that market replay makes NT7 non responsive and sometime need to reboot. IS there a fix for this?

                Comment


                  #9
                  Hello,

                  What day of data did you download for replay and finally what instrument and expiry?

                  I will download the same on my side and check into this for you.



                  -Brett
                  BrettNinjaTrader Product Management

                  Comment


                    #10
                    Originally posted by NinjaTrader_Brett View Post
                    Hello,

                    What day of data did you download for replay and finally what instrument and expiry?

                    I will download the same on my side and check into this for you.



                    -Brett
                    The instrument is the 12-12 ES...The dom is not displaying correctly at all.
                    please advise.

                    Comment


                      #11
                      Originally posted by jngrim View Post
                      The instrument is the 12-12 ES...The dom is not displaying correctly at all.
                      please advise.
                      The instrument is the 12-12 ES...The dom is not displaying correctly at all.
                      please advise. The date was 11/26 and 11/27//

                      Comment


                        #12
                        Thanks for the report.

                        I can reproduce on these days and have sent this into development.
                        MatthewNinjaTrader Product Management

                        Comment

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