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Dynamic SuperDOM & T&S Incorrect Bid/Ask

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    Dynamic SuperDOM & T&S Incorrect Bid/Ask

    Hi all,

    Here are a couple of screenshots of the Dynamic Super DOM alongside the T&S window for the FESX 06-16 futures contract (live mode).

    These errors happen about 10 - 15 times per 60 second intervals

    I am running NinjaTrader 64-bit 7.0.1000.31 (Live)

    SuperDOM Shows up as 175 @ Ask
    T&S Shows up as 175 @ Bid



    It happens with bids too.....




    I am very concerned with this as I am questioning the integrity of the information that is being displayed in Ninjatrader.


    I also have video captures of the above happening in the LIVE.

    Here is what my T&S Settings are:

    Last edited by Modest; 03-31-2016, 07:56 AM.

    #2
    I forgot to mention... I am using Continuum for Data (I believe it is the default feed Ninjatrader offers).

    Thanks!

    Comment


      #3
      Hello Modest,
      Thanks for your post.
      I will test this further on my end and get back to you with my finsings.
      BrandonNinjaTrader Customer Service

      Comment


        #4
        Hello Modest,
        Thanks for reporting this.
        I have been able to replicate this and have reported it to development to look into.
        BrandonNinjaTrader Customer Service

        Comment


          #5
          When did the problem start?

          Originally posted by Modest View Post
          I forgot to mention... I am using Continuum for Data (I believe it is the default feed Ninjatrader offers).
          Modest:

          did you notice whether the problem you mentioned was occurring previously? Did you notice it before last week?

          I'm asking because since last week I noticed my Jigsaw DOM (a NT add-on) missing one level either on the bid or on the ask, and I think this might be related to Continuum
          Last edited by Psy_4X; 04-02-2016, 08:30 AM.

          Comment


            #6
            Originally posted by Psy_4X View Post
            Modest:

            did you notice whether the problem you mentioned was occurring previously? Did you notice it before last week?

            I'm asking because since last week I noticed my Jigsaw DOM (a NT add-on) missing one level either on the bid or on the ask, and I think this might be related to Continuum
            Yes I first noticed this about three weeks ago at the time it didn't happen as frequently but has intensified significantly since I first noticed it but that could be cause I started looking out for it?

            I hope they are able to fix this because it's clearly playing havoc on intraday traders!

            Comment


              #7
              A possible answer?

              Modest:
              Ninja help file explains that the DOM only shows the price and volume of the last trade, regardless of its side. This means that you will find this information exclusively on the T&S by design.
              BTW this is consistent with my personal observation.

              I wonder if Brandon could confirm.

              Comment


                #8
                Hello,
                Thanks for your replies.
                After speaking with development it has been found that these items are correctly displaying in the Time & Sales.
                The information in the Time & Sales is historical data where as the last/bid/ask data on the SuperDOM is real-time data.
                BrandonNinjaTrader Customer Service

                Comment


                  #9
                  Modest:
                  perhaps I can explain what happened here:
                  Originally posted by Modest View Post

                  In this case the giveaway is the 8th line of the T&S, where you have 1 contract lifting the offer @78 (green): it means that at that point the market quotes 77 to 78. Then you have a flush of 7 market orders @77, all of them hitting the bid (red on the T&S). The last one, a rather big market order (175 contracts) apparently sweeps the 77 level, so immediately after the market quotes 76 to 77, which is what you now see on the DOM, that correctly shows also that the last trade occurred @77.

                  You can apply a specular logic to your second example. Hope this helps.
                  Last edited by Psy_4X; 04-05-2016, 02:32 AM.

                  Comment


                    #10
                    Hello Psy_4X,
                    Thanks for your reply.
                    it is the bid price that moved the last price so it is colored as the bid.
                    See the attached image showing this price is a bid price.
                    Attached Files
                    BrandonNinjaTrader Customer Service

                    Comment


                      #11
                      Brandon:
                      yes, I was saying the same. Thank you

                      Comment

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