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OnMarketDepth Operation.Remove with price 0

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    OnMarketDepth Operation.Remove with price 0

    Hi There,

    I am connected to the simulation data feed and I am getting MarketDepthUpdates with Operation type of Remove with no price and no volume, what are these updates ?

    #2
    Hello GKonheiser,

    Thank you for your note.

    If connected to the simulated data feed, any chart or superdom that is open would have market data which would trigger OnMarketData. If you open a superdom while connected to the superdom, you will see bids/offers changing, which would cause this trigger.

    Have you closed all other open workspaces and confirmed you have no charts and or superdoms open?

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

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      #3
      I know when onmarketupdate events are , my question is why are there events that what value 0 in price and volume ?

      Comment


        #4
        Hello GKonheiser,

        From your question its not clear what you are asking. Would you please provide more detail or perhaps a sample which demonstrates the issue you are having or seeing?

        I look forward to your reply.
        Alan P.NinjaTrader Customer Service

        Comment


          #5
          I am getting MarketDepthUpdate events where Price = 0 and Volume = 0'
          Attached Files

          Comment


            #6
            Hello GKonheiser,

            I have been testing and unable to replicate.

            Which instrument and contract are you seeing this in?

            I see a timestamp of Novemeber 23 at 3:05PM, which time zone are you in?

            Was the market open at the time of this time stamp?

            I look forward to your reply.
            Alan P.NinjaTrader Customer Service

            Comment


              #7
              It's from the simulated time feed. I am just using it for dev purposes. I can just filter them out but wanted to know if they had any significance.

              Comment


                #8
                Hello GKonheiser,

                I was able to replicate and will ask development and follow up with you next week.

                Thank you for your patience.
                Alan P.NinjaTrader Customer Service

                Comment


                  #9
                  Hello GKonheiser,

                  We are unable to provide more detail on why you see these prints when connected to the simulated data feed, as the logic is protected source code.

                  Its suggested you filter these operation removes with no price/volume as you mentioned.

                  If you have a specific problem relating to these prints, please let us know.
                  Alan P.NinjaTrader Customer Service

                  Comment

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