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NT8 Build 8.0.15.0 - DOM not updating

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    NT8 Build 8.0.15.0 - DOM not updating

    Since I have updated to the latest Build 8.0.15.0, I have noticed that the SuperDOM is out-of-sync and lagging badly when compared with the TWS BookTrader and the NinjaTrader 7 DOM.

    This was the 'Test' procedure I used with my Interactive Brokers datafeed.
    I opened the default "Untitled1" workspace (Nothing else is open) except for the one SuperDOM.
    I also opened NT7 with one DOM and that compares favourably with the TWS BookTrader.
    Sadly the NT8 SuperDOM is very much out of sync and badly lagging.
    This issue has only occurred since the latest Build was installed.

    I did a comparison with the installation on my notebook computer which still runs NT8 Build 8.0.14.2.
    No lagging issues were found with this prior version of NT8.

    My desktop computer with the current lag issue has much higher specifications than the notebook so I don't see that as contributing to the problem.
    I've tried various futures contracts - All with the same result.
    I'd be interested to hear from other Interactive Broker users if they have encountered similar issues !!

    Eric M.
    Attached Files

    #2
    Hello Eric M.,

    Thank you for your post.

    To confirm,is this happening with all futures or just YM? Testing on my end I am not seeing the issue with the DOM on the updated version, but unfortunately I didn't have access to data for YM at this time.

    Can you please also verify the build of TWS or Gateway in use (see Help > About...)?

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Hello NinjaTrader_EricB,

      I'm currently using the latest version of TWS - Build 973.2b as I have the TWS setup to automatically update on new release. I have been doing this with NinjaTrader 8 for as long as I can remember without any issues occurring until the latest NT8 Build 8.0.15.0.
      Earlier today I did go back to the recommended TWS version but it made no difference at all.
      As I have already stated, this problem appears to happen with all of the futures contracts I access - emini's, Currency futures, Eurex and Australian SPI.

      As I also pointed out, the issue is not present with NT8 Build 8.0.14.2 on my notebook which uses the latest TWS version.

      This afternoon I also did further testing by starting NT8 in Safe Mode - I then connected to the Interactive Brokers feed and opened the SuperDOM - Exactly the same problem.

      I see in the release notes that there have been a number of Interactive Broker changes implemented - Is it possible that one of these changes is the cause of this issue?

      The way the SuperDOM is currently working it is impossible to trade off the DOM !!

      Eric M.
      P.S. I'm seeing these errors in the Log File.
      2018-08-01 22:01:09:346|3|4|Error in 'OnTickSize': 'Object reference not set to an instance of an object.'
      2018-08-01 22:03:02:217|3|4|Error in 'OnMarketDepth': 'Index was out of range. Must be non-negative and less than the size of the collection. Parameter name: index'

      And in the Trace File. (Euro Currency Futures in SuperDOM)
      2018-08-01 22:02:35:516 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=11 side=1 operation=0 price=1.17175 volume=24 mm='(null)'
      2018-08-01 22:02:35:516 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=0 side=1 operation=1 price=1.1725 volume=12 mm='(null)'
      2018-08-01 22:02:35:516 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=3 side=1 operation=1 price=1.17235 volume=43 mm='(null)'
      2018-08-01 22:02:35:517 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=7 side=1 operation=1 price=1.17215 volume=38 mm='(null)'
      2018-08-01 22:02:35:517 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=0 side=0 operation=1 price=1.17255 volume=15 mm='(null)'
      2018-08-01 22:02:35:517 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=1 side=0 operation=1 price=1.1726 volume=34 mm='(null)'
      2018-08-01 22:02:35:517 (Interactive Brokers) IB.Adapter.OnMarketDepth: tickerId=403 position=4 side=0 operation=1 price=1.17275 volume=83 mm='(null)'

      Comment


        #4
        We did make a change in R15 for Market Depth processing on live accounts to resolve on issue on Forex. Appears there are some unintended consequences. We will work to revert that change and get a 15.1 posted asap. Thanks for bringing this to our attention.
        BrettNinjaTrader Product Management

        Comment


          #5
          NT8 Build 8.0.15.0 - Lag in DOM

          Hallo Eric,
          I have the same problem after the newest update 8.0.15.1.
          The Super DOM is out-of-sync on CL, but not only.
          Working with TWS 960.2g
          Kiro

          Comment


            #6
            Hello kiro1,

            I've just checked the CL futures and everything appears to be working normally with the latest Build 8.0.15.1. I've checked various other futures contracts throughout the day and they also were working as expected.
            You might need to wait till one of the NinjaTrader Support team get in touch with you to look into it further.

            Eric M.
            Attached Files

            Comment


              #7
              Hello Eric,
              I just downlowded the latest Build 8.0.15.1. it is working properly.
              The problem was with the Build 8.0.15.0
              Thank you for your respond.
              Kiro

              Comment

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