I had to reinstall NinjaTrader due to a computer crash and therefore my issue may be due to a setting I have missed.
I now longer get L2 data displayed during replay, in fact, I do not get any size data displayed at all.
To answer a few likely questions in advance, yes, I have the instrument set to extended trading hours and I have looked at replay both in and outside of RTH (ES 03-14 but other contracts as well).
Yes, I checked the box to get both L1 and L2 data and as I mentioned, I only get last price with the volume of the last trade in the center price column but no size on either the bid or ask at any level including the inside bid/ask.
No, there is nothing unusual in either the log or the trace files. Yes I do have both the .ntm and the nt2 files for the instrument in question and yes, I have tried this on multiple instruments and on several different days.
If I go to replay data from prior months I do have and am able to see/process L2 data. The lack of usable L2 data is confirmed by a strategy which is not getting the data (so I know it isn't just a display issue).
Any help would be appreciated.
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