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OnMarketData & OnMarketDepth should be the same method
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Originally posted by AndreaBhs View Post
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Dear Josh,
So, about this question:
"There are 100 contracts(ES) that disappear, ok, what happened? 100 contracts were hitted or a big player removed 100 contracts?"
i'm able to check this for the first level of book ? or are there problems also in this case ?
thank you, best regards.
AndreaBhs
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AndreaBhs,
Are Data.MarketDataType.Bid and Data.MarketDataType.Ask perfectly in sync with the trades event that occurs only for this level?
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Dear Josh,
I want to clarify a question about OnMarketData method.
I know that (e.MarketDataType == Data.MarketDataType.Last) will trigger when last trade occurs.
While, before last trade occurs,(e.MarketDataType ==Data.MarketDataType.Bid) and (e.MarketDataType ==Data.MarketDataType.Ask) can change many times.
With the OnMarketData method we can have accesso only to level 1 of the book.
AreData.MarketDataType.Bid and Data.MarketDataType.Askperfectly in sync with the trades event that occurs only for this level?
is it correct what I understood ?
thank you, best regards
AndreaBhs
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AndreaBhs,
These are two separate threads and are not guaranteed to be updated synchronously. There is not a lot of demand for this item but we are tracking all feedback for a potential change in the future.
Let me know if there is anything else I can do to assist.
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Originally posted by Fernand0 View Post
AndreaBhs
No, sorry, OnMarketData keeps RECEIVING the data on time(sometimes), BUT there are a lot of cases where it's DELIVERED late.
That discrepancy between the time of the event when it occurs and the time when you get the data shows that the sequence of events is not trustworthy.
You can try with Simulated Data Feed, you won't find this problem, but as the name says, it's a simulation.
The worst problem of this is for example when you want to use a RNN(Recurrent Neural Network), the data has to be in the right sequence, otherwise the system won't understand what's going on...
Indeed, this is an issue that they should tackle as a PRIORITY.. but, it doesn't seem like they did, or will.
My possibilities can't modify the configuration of this 2 methods(OnMarketData and OnMarketDepth). So I can't do anything at all.
Just wait or find another platform, because we are in 2019 and Level 2 is no joke, it has been used for a while now, and NinjaTrader is failing at providing this paramount feature.
I like Ninjatrader and Ninjascript, but this is not a little limitation.
Hi Josh, I programmed in Ninjasript for a few months and it is one of the first things I noticed, no one else has requested this updates of OnMarketData method?
thank you, regards
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Originally posted by NinjaTrader_JoshG View PostHello AndreaBhs,
Welcome to the NinjaTrader forum.
This is a threading limitation, and there are not any updates on this item at this time. I will go ahead and have a vote added to Fernand0's feature request on your behalf. We're taking all of the feedback provided regarding this change into consideration, however, there is no timeline on when or if this will be changed.
And while this has to be fixed, I see how NT Devs are more interested in releasing indicators to be bought........
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Hello AndreaBhs,
Welcome to the NinjaTrader forum.
This is a threading limitation, and there are not any updates on this item at this time. I will go ahead and have a vote added to Fernand0's feature request on your behalf. We're taking all of the feedback provided regarding this change into consideration, however, there is no timeline on when or if this will be changed.
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Originally posted by AndreaBhs View PostDear Support and Fernand0,
are there some updates about this request?
I found the same problem, OnMarketData and OnMarketDepth are not in sync.
No, sorry, OnMarketData keeps RECEIVING the data on time(sometimes), BUT there are a lot of cases where it's DELIVERED late.
That discrepancy between the time of the event when it occurs and the time when you get the data shows that the sequence of events is not trustworthy.
You can try with Simulated Data Feed, you won't find this problem, but as the name says, it's a simulation.
The worst problem of this is for example when you want to use a RNN(Recurrent Neural Network), the data has to be in the right sequence, otherwise the system won't understand what's going on...
Originally posted by AndreaBhs View Postit is a very important thing to know, otherwise is useless to have access to level 2.
Originally posted by AndreaBhs View PostHow can I resolve this ?
Just wait or find another platform, because we are in 2019 and Level 2 is no joke, it has been used for a while now, and NinjaTrader is failing at providing this paramount feature.Last edited by Fernand0; 03-20-2019, 06:22 AM.
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Dear Support and Fernand0,
are there some updates about this request?
I found the same problem, OnMarketData and OnMarketDepth are not in sync.
this matter that Fernand0 said:
"There are 100 contracts(ES) that disappear, ok, what happened? 100 contracts were hitted or a big player removed 100 contracts?"Andrea
it is a very important thing to know, otherwise is useless to have access to level 2.
How can I resolve this ?
thank you, best regards
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Cool, hope it gets released fast, is really importan if you want to process DOM data
Thanks again.
Regards.
Fernando.-
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Thanks for your patience.
The internal tracking number for your feature request is SFT-3592. Please reference this internal tracking number if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find it in the release notes:
http://ninjatrader.com/support/helpG...ease_notes.htm
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Thanks for the details. I have submitted this as a feature request to the Development Team. I will follow here up with an internal tracking number for your reference as soon as it is created.
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Originally posted by NinjaTrader_JoshG View Postit's noted in the help guide these are not guaranteed to be in order.
Thats why the title is "OnMarketData & OnMarketDepth should be the same method", to eradicate differences, a change is a change, the level should not matter
Originally posted by NinjaTrader_JoshG View PostAlso, "Transact" is not a documented operation. Why are you concerned with this operation?
There are 100 contracts(ES) that disappear, ok, what happened? 100 contracts were hitted or a big player removed 100 contracts?
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