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Why MarketDepth event lags 20 sec behind SuperDom?

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    Why MarketDepth event lags 20 sec behind SuperDom?

    I'm evaluating your platform, I'd like to build custom low latency trading strategy for DOM and also custom view of DOM. I just did a simple test, hooking up the MarketDepth Update event
    and printing the top Ask on in the Output tab. It works but the output terribly lags, about 20 second or so behind the Static SuperDom screen
    That makes the OnMarketDepth event out of synch with SuperDom and totally unusable

    How can I get the full market depth with the same speed and data as the SuperDom?

    Is there a throttling going on somewhere? How is SuperDom getting its data? Different event?

    Here's my simple code, I used NinjaTrader.NinjaScript.AddOnBase as the base

    var instrument = Instrument.GetInstrument("ES 12-18");
    marketDepth = new MarketDepth<MarketDepthRow>(instrument);
    marketDepth.Update += OnMarketDepth;

    private void OnMarketDepth(object sender, MarketDepthEventArgs e)
    {
    NinjaTrader.Code.Output.Process(string.Format("Pos ition: {0} Price: {1} Volume: {2}", 0,

    marketDepth.Asks[0].Price, marketDepth.Asks[0].Volume), PrintTo.OutputTab1);


    }
    Last edited by quantrob; 11-27-2018, 10:22 PM.

    #2
    Hello quantrob,

    We'd like to look further into this.

    Please send an email to platformsupport [at] ninjatrader [dot] com so that we may request your log and trace files as well as your workspace.

    In the email please include a link to this forum thread.
    Last edited by NinjaTrader_ChelseaB; 11-28-2018, 08:00 AM.
    Chelsea B.NinjaTrader Customer Service

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