Since the migration of the YM contract to Globex from ECBOT, the T&S no longer displays the price and volume of the best bid and best offer. This means that the T&S can no longer differentiate between at-bid, at-ask, above-ask, below-bid etc trades. The BuySell volume indicator also no longer works. I am using OpenTick as my feed. Suggestions would be appreciated. Also, does anyone know when NinjaTrader will support otFeed Level 2? Thanks in advance.
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