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Corrupt L2 Data in Replay

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    Corrupt L2 Data in Replay

    Hello.

    In my L2 box the top bid is from 9pm yet the offer is from 5 39am. The date is 9-22-11. Why is this? This has happened for several dates from this year as well. NT 1000.6


    Thanks

    #2
    Hello nepenthean,

    Thank you for your post.

    1.) First please upgrade to the latest version of NinjaTrader at the following link as you are several versions behind: http://www.ninjatrader.com/download-registration.php

    2.) If the issue persists, please tell me what what instrument you have loaded.

    3.) Did you download this replay data or record it yourself?
    Ray S.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_RJ View Post
      Hello nepenthean,

      Thank you for your post.

      1.) First please upgrade to the latest version of NinjaTrader at the following link as you are several versions behind: http://www.ninjatrader.com/download-registration.php

      2.) If the issue persists, please tell me what what instrument you have loaded.

      3.) Did you download this replay data or record it yourself?
      I did as requested and downloaded the new version, and the problem persists. I downloaded this replay data.

      Comment


        #4
        Can you please tell me what instrument and date your downloaded so I can try to reproduce this issue?
        Ray S.NinjaTrader Customer Service

        Comment


          #5
          Thanks.

          SI

          9/22/11 and 9/23/11

          Comment


            #6
            Hello nepenthean,

            Unfortunately I am not quite sure if I understand your initial post. However when I test it on my end, I notice that previous L2 data remains displayed in the Buy column. I do not see the Bid price reflected in the SuperDOM either. When I scroll the price ladder, the L2 data in the Buy column corrects itself initially but then the issue recurs again.

            Am I correct you experience the same behavior?
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Hello nepenthean,

              Unfortunately I am not quite sure if I understand your initial post. However when I test it on my end, I notice that previous L2 data remains displayed in the Buy column. I do not see the Bid price reflected in the SuperDOM either. When I scroll the price ladder, the L2 data in the Buy column corrects itself initially but then the issue recurs again.

              Am I correct you experience the same behavior?

              Yes, how do I remove the previous L2 data in the buy column?

              Comment


                #8
                Please scroll the price ladder of the SuperDOM and the L2 will be corrected. You can use the scroll wheel to scroll the price ladder.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  How do I get this situation corrected in the L2 window not the DOM?

                  thanks

                  Comment


                    #10
                    Can you please tell me what issue you experience in the Level II window. Are you referring to the bid price of 40.650? I did not see this bid price before. The Ask price and Last price are listed around 39.400 - much lower than the Bid price.

                    I cannot find a way to remove the price of 40.650 in the Level II window. Unfortunately it seems the Market Replay data is corrupted.
                    Attached Files
                    JasonNinjaTrader Customer Service

                    Comment

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