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No depth of market data?

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    No depth of market data?

    CL 1/14

    trade date: 12/2/13
    zen fire
    I have no bid/offer depth after downloading data for market replay.

    Is anyone else having this issue?

    Thanks

    #2
    Hello,

    Thank you for your post.

    Was level 2 data included with your download?
    Was data downloaded from NinjaTrader servers or a third party website?
    KyleNinjaTrader Customer Service

    Comment


      #3
      thanks for the reply.

      yes, L2 data was included. I downloaded it from NT servers.

      Comment


        #4
        Hello nepenthean,

        Thank you for clarifying.

        I am seeing the same behavior here in my tests. We are currently investigating the underlying cause and will provide an update as soon as the matter has been resolved.

        Thank you for your patience in the meantime.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Wanted to give you an update to let you know I have discussed this issue with the server team that manage the server that records this L2 data for market replay download. They will be restarting the servers to attempt to correct the issue moving forward this weekend.

          We will also look into backfilling data if feasible this weekend, however if issue occured on both our backup server and live server then we would not be able to restore the recording data therefor I cannot guarantee the data would be corrected.

          I apologize for the inconvenience, only thing I can offer at this time is if this data is needed there are some alternative sources to download this replay data such as:

          http://marketreplay.net/
          http://www.marketreplaydata.com/
          BrettNinjaTrader Product Management

          Comment

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