Missing orders in DOM in market replay mode

[lessoun]

When I release market replay, I see very few levels of pending orders in DOM. Especially when the market is not high or low. so only 1-2 pending orders always remain on one side and 10 levels of pending orders on the other side. Here is a video: https://1drv.ms/v/s!AlXoGjP8nKWrh6M-...Gwv7g?e=R5o5Ce

[NinjaTrader_Zachary]

Hello lessoun,

Thank you for your inquiry.

Which release of NinjaTrader 8 are you using? (To view this, go to Control Center > Help > About and provide the full version number 5 digit version number)

So that I may try to reproduce on my end, what date or set of dates are you replaying when you experience this issue?

What time zone is your PC set to?

I look forward to your response.

[lessoun]

Hi Zachary,

NT version: 8.0.24.1 64-bit

CEST Central European Summer Time

I tried 2 markets in the most liquid session (around opening pit): CL 05-21, ES 06-21 and during several days last week (3/22-3/25). Both markets with the same result.
On the screenshot there is 3/24 at the pit open.

[NinjaTrader_Zachary]

Hello lessoun,

Thank you for that information.

So far in my testing, I have been able to recreate the behavior that you are describing. I will be conducting some additional testing for both instruments to try and pinpoint when this behavior started so that I can report this to our team that maintains the Playback server.

Thank you for bringing this matter to our attention.

[NinjaTrader_Zachary]

Hello lessoun,

Thanks once again for bringing this to our attention.

Our Quality Assurance team has confirmed that they are able to replicate this issue as well. I don't have any further information to provide at this time, but I just wanted to loop you in to let you know that this issue is not isolated to you and is something that our Development team will be working on.

[lessoun]

Hi Zachary,
pls let me know, when problem will be solved.
Thank you
L

[lessoun]

Hi Zachary, are there any progress in solving the problem with missing DOM information?
Thank you.

[NinjaTrader_Zachary]

Hello lessoun,

Thank you for your response.

This issue only impacts the 'Playback from selected' setting of the Playback Connection, and this will be corrected by our Development team in a future release of NinjaTrader. Until that time, the DOM information will display correctly if using either the 'Playback current day' or 'Playback from start' settings. You may access these settings by right-clicking on the Playback controller and selecting either 'Playback current day' or 'Playback from start'. Please note that this will slightly change the behavior of the Playback Connection. I've included a link to more information about these settings below;

https://ninjatrader.com/support/helpGuides/nt8/index.html?playback.htm#HowToWorkWithReplayData

Please let us know if we may assist you any further.

[lessoun]

Hi Zachary,

I'm sorry, but I don't thing, that you are right.

[NinjaTrader_Zachary]

Hello lessoun,

Thank you for your reply.

I know for a fact that this is the case, because I've tested it. In my testing, if you simply switch the option mid-playback, the behavior will continue because the playback mode needs to be reset. You can do this by pausing the playback and tracking to an earlier or later point in time. You need to use the 'Go to' feature or slider to allow the playback mode to reset. I've included a video demonstration showing what I mean, which is publicly available at the link below;

https://www.screencast.com/t/CChA79xhnC

Please let us know if we may assist you any further.