Replay data market depth only 10 levels as of Nov 17

[Bidder]

Hi

Using the continuum feed to download market data and and replay. Up through Nov 16 there have always been around 60 levels showing during replay. However, since last Thursday Nov 17 there are only 10 levels showing.


Below shows the difference between Wednesday and Thursday of last week.


Nov 16






Nov 17th. 18th is the same way

[NinjaTrader_Jason]

Hello Bidder,

Can you please tell me if you record Market Replay data while connected to Continuum or do you download it at Control Center-->Tools-->Historical Data-->Load-tab?

If you record the Market Replay data, do you currently receive more than 10 levels of market depth data when you connect to Continuum?

Do you use the Level II window to record data or the SuperDOM? Please right click in the Level II window or SuperDOM and select Properties. Check what values are entered for the market depth data settings. If set to 10, please change it to 60 and check if you receive 60 levels again.

[Bidder]

The data is all downloaded as shown below whilst connected to continuum.
When connected to continuum in a live ES session there are 100+ levels on the Level 2 display.

The superdom setting has had no effect whatsoever on the outcomes.

BTW... I just tried again this morning downloading replay data for last Wednesday the 16th and everything was normal with 60+ levels.
Followed by immediately downloading last Thursday's replay data which produces the same 10 level problematic data.

[NinjaTrader_Jason]

Thank you for clarifying.

I can reproduce this behavior on my end. There are 10 levels of market depth on November 17th and after (ES 12-22). Before November 17th, there are much more levels of market depth (~60). I will create a report. Once there is news regarding the matter, I will let you know.

[NinjaTrader_Jason]

Unfortunately this now as expected. A change was made to the historical data server so it only records 10 levels of market depth.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Jason]

Thanks for your patience.

The internal tracking number for this feature request is SFT-5675. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm