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Level II data questions

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    Level II data questions

    I am noticing two phenomena in the Level II screen that I do not understand. The attached JPG shows the two conditions described below:

    1) The Bid and Ask are at the same price -- why would that condition exist? I would expect those to fill each other immediately, but they do not.

    2) For a few price-points, there are two lines of Level II data, both on the Bid side as well as Ask. Why does it not consolidate those into a single line?

    Thank you.
    Attached Files

    #2
    Greetings,

    Thank you for your post. Please refer to the following link to resolve this issue:

    http://ninjatrader.com/Advisories/CME-1-10-2015

    Please let us know if we may be of any further assistance.


    edit: updated for future search results
    Last edited by NinjaTrader_KennethD; 06-07-2017, 01:04 PM.
    Kenneth D.NinjaTrader Customer Service

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