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ZN 9/3/2012 market replay data problem

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  • NinjaTrader_Matthew
    replied
    Thanks for the report.

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

    Leave a comment:


  • jngrim
    replied
    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//

    Leave a comment:


  • jngrim
    replied
    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.

    Leave a comment:


  • NinjaTrader_Brett
    replied
    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

    Leave a comment:


  • jngrim
    replied
    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?

    Leave a comment:


  • NinjaTrader_Brett
    replied
    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

    Leave a comment:


  • soonhwei
    replied
    Hi,

    Its IQfeed.
    Thanks.

    Leave a comment:


  • NinjaTrader_Brett
    replied
    Thanks and who is your main data feed provider for data for live data?

    -Brett

    Leave a comment:


  • soonhwei
    replied
    hi,

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

    Leave a comment:


  • NinjaTrader_Brett
    replied
    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

    Leave a comment:


  • soonhwei
    replied
    Hi,

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

    Leave a comment:


  • soonhwei
    started a topic ZN 9/3/2012 market replay data problem

    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.

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