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Depth Map Bug

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    Depth Map Bug

    Started using this yesterday and I keep noticing that different charts will have different values on the book. Refreshing ninjascript corrects the discrepencies.

    If this isn't a known issue it should be and should be a relatively high priority I'd imagine.


    #2
    Hello butt_toast,

    Thanks for your post.

    Could you elaborate on where discrepancies are seen, how they can be reproduced, and what exactly I should be looking for?

    Please also let us know the data provider you are using.

    When I open two of the same ES 06-21 1 Second charts with Kinetick data, and allow some time for the Market Depth Map to plot, and then press F5 on one of the charts, I'm met with an initial 10 levels on each side, and the values are what I would expect.

    Please see the attached gif showing my test.

    Thanks in advance, I look forward to investigating.

    Attached Files
    JimNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jim View Post
      Hello butt_toast,

      Thanks for your post.

      Could you elaborate on where discrepancies are seen, how they can be reproduced, and what exactly I should be looking for?

      Please also let us know the data provider you are using.

      When I open two of the same ES 06-21 1 Second charts with Kinetick data, and allow some time for the Market Depth Map to plot, and then press F5 on one of the charts, I'm met with an initial 10 levels on each side, and the values are what I would expect.

      Please see the attached gif showing my test.

      Thanks in advance, I look forward to investigating.


      Just saw your post, just recorded this, if you see this within a few minutes of me posting it you may have to wait a few minutes for the video to be processed. If it's just been processed there's a chance it will be only in SD for a few more minutes until HD is available, which might be useful because you can use the global crosshair as a reference to see the numbers I'm saying out loud.

      Edit:
      Version 8.0.23.2 64-bit
      Last edited by butt_toast; 03-17-2021, 11:07 AM.

      Comment


        #4
        Hello butt_toast,

        Thanks for clarifying.

        I've reproduced symptoms and I have opened an internal ticket for review. I will follow up as I have more to share.
        JimNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jim View Post
          Hello butt_toast,

          Thanks for clarifying.

          I've reproduced symptoms and I have opened an internal ticket for review. I will follow up as I have more to share.
          What is the ticket number?

          Do you think they will even consider fixing this?

          Comment


            #6
            Hello butt_toast,

            I do not have a ticket number from the development side for any action to take.

            The ticket is on the QA team's desk with the current ticket ID QA-5430.

            Please await further analysis. If any behaviors are explainable, I will relay that information here, and if there are any confirmed bugs that will be addressed I will advise as well.
            JimNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jim View Post
              Hello butt_toast,

              I do not have a ticket number from the development side for any action to take.

              The ticket is on the QA team's desk with the current ticket ID QA-5430.

              Please await further analysis. If any behaviors are explainable, I will relay that information here, and if there are any confirmed bugs that will be addressed I will advise as well.
              Thanks Jim.

              Comment


                #8
                Hello butt_toast,

                Thanks for your patience.

                F5 will drop the developing level 2 data and start reading it anew, so we can expect to see discrepancies briefly after the reload until we see a new bar formation would be contain full level 2 movement in that bar.

                Indicators operate as separate instances and the level 2 feed is read asynchronously, so discrepancies between charts can be seen, and this would be normal. Though we would not recommend this for regular use since this would greatly increase the CPU impact of your charts (and could lead to lagging/freezing symptoms with high volatility,) you could test with the TickRefresh indicator added to force more frequent chart updates. Because the chart updates more frequently, the indicators will have more chances to "catch up" with each other since they are visually updating more frequently.

                Charts are not designed for viewing bleeding edge price action, so the discrepancies that come up from regarding level 2 data asynchronously will be easier to spot with regular chart visual updates. (Charts update visually (re-render) on a 250ms interval and are not necessarily re-rendering at the same time.)

                Tick Refresh Indicator - https://ninjatraderecosystem.com/use...d/tickrefresh/

                The link above is publicly available.

                The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.


                Please let us know if you have any additional questions.
                JimNinjaTrader Customer Service

                Comment

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