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    Hi,

    Is it enough to use the Market analyzer window without any indicators to record level 2 data or do I have also to add
    Indicator to Market analyzer ?

    Sincerely, kobi

    #2
    Hello levikNT,

    Thank you for your post.

    A default market analyzer with no indicators on it will still record the live data as market replay data.

    Please let me know if this does not resolve your inquiry.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi,

      Thank you for your response,

      But The market analyzer record only level 1 data , level 2 data it did not record.
      Also After I added indicator it still record only for level 1.

      How can I record for list of instruments level 2 market data with the market analyzer?

      Sincerely,Kobi

      Comment


        #4
        Hello levikNT,

        Thank you for your reply.

        I was able to get level 2 replay data from adding a single ADL indicator to the market analyzer (picked randomly). Could you try this same thing?

        Are you checking that you have level 2 through a SuperDOM window? Running this window while recording live data will also gather level 2 data.

        I look forward to your reply.


        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Hello Chris,

          Sorry, first you response that "A default market analyzer with no indicators on it will still record the live data as market replay data. "
          but it record only level 1 , I added the EMA indicator and I got the result.

          if you open the Level 2 window may be you will see data of level 2 that not updated when the play back is running , only the data of level 1 of the window is updated.
          from the figure you can see that the playback time is 21:13:40 (Israel time ) but the level 2 time is display the same data of (19:19:40)
          for all instruments. and not change at all.

          Click image for larger version

Name:	Level 2 problem.png
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          I know that if I will add instrument to level 2 window it will be recorded , but I would like to record level 2 of list instrument.
          according to help and previous discussion from the past it says that the way way to record a list is by the market analyzer.

          so, now I am confuse , as I explained I tried to do so with and without Indicator and it doesn't work? I would like to record live Level 2 of a list.
          what I have to do do?

          Sincerely, Kobi

          Comment


            #6
            Hello Kobi,

            Thanks for your reply.

            Now I am getting mixed results. Yesterday, I ran a blank Market Analyzer and received only level 1 data for playback. I then ran a random indicator in the Market Analyzer and it looks like I got level 2 and 1 yesterday, but today that is not the case. Please allow some time for further testing.

            Thanks in advance for your patience.
            Chris L.NinjaTrader Customer Service

            Comment


              #7
              Hello Kobi,

              Thanks for your patience.

              There is no default indicator that can be a Market Analyzer column that calls the OnMarketDepth method in NinjaScript. Please add the attached script within the following directory:
              Documents\NinjaTrader 8\bin\Custom\Indicators

              This indicator will call OnMarketData and do nothing else. This will force NinjaTrader to record the level 2 data for all instruments in the Market Analyzer, so add the indicator as a MA column and record your live data like normal.

              Please let me know if I can assist any further.
              Attached Files
              Chris L.NinjaTrader Customer Service

              Comment

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