No Level 2 in Market Replay

[volodja]

Hi. I don't have Level 2 data with Market Replay. How do I get it?

I downloaded Market Replay data through File -> Download Replay Data for GC, CL, and 6E. with "Download available L2" selected. After I run the replay, Level 2 didn't show up. For CL, it showed up for an hour and then disappeared. I selected the front contracts, so the data I tried to pull is valid.

Thanks

[RichardHK]

Hi Volodja

This market Replay L2 data has now been messed up since November 26th, just before US Thanksgiving. I asked about problem in another thread and was told it might get fixed last weekend, sadly not. Still the same.

Come on NinjaTrader. Why does this problem go on and on for so many weeks. Most disappointing for anyone using it. NT is a great software, but support does often suffer from a strange malaise.

Fingers crossed it gets fixed. Please do not suggest trying other suppliers for data as this is an NT supply as designed. Clunky with one instrument at a time but still most valuable. PLEASE fix it quickly.

Best regards.

[NinjaTrader_Jason]

Unfortunately there are gaps as per Level 2 data upon downloading Market Replay data. The issue has been reported to the server team and they are looking into it.

You can record your own Market Replay data by enabling 'Run market replay recorder'. You can find it at Control Center-->Tools-->Options-->Data-tab. Subsequently all realtime data you receive from the connected data feed provider will be recorded as Market Replay data.

[RichardHK]

Thanks Jason,

I am aware of the live recording but due to time difference here I shutdown PC before end of US market, so miss remaining data. But will record live for when online for time being. Better than nothing.

Excuse my non-seasonal gripe above but so frustrating! Hope the server team can sort it out.

Wishing you all a great Christmas and New Year.

Best regards,
Richard

[volodja]

I agree with RichardHK, live recording is not a good option because one would loose data on every computer restart or turning off.

I hope that this issue will be resolved soon.

Merry Christmass