OnMarketDepth stops generating data

[7robert]

Hi ChrisL

I have tried on 3 different machines with different internet connections and the same thing always happens to me, with respect to the test of printing the DateTime it is the same if you print what you print within the OnMarketDepth method, at some point it stops entering the method therefore it doesn't do anything you put it there, as seen in the video,


Here I attach the log-trace of one of the other machines in which I tested


Thank you so much.

[hedgeplay]

Hi ChrisL

I have tried on 3 different machines with different internet connections and the same thing always happens to me, with respect to the test of printing the DateTime it is the same if you print what you print within the OnMarketDepth method, at some point it stops entering the method therefore it doesn't do anything you put it there, as seen in the video,


Here I attach the log-trace of one of the other machines in which I tested


Thank you so much.

Hi Robert,

I have seen an overloaded NT8 demonstrate similar loss of continuation.

If you have not yet done so might:

1. Create new workspace with only one chart. Try and remove all dependencies to non-original DDL or other objects. Do a full reboot of NT8 and try your reliability test again.
2. Still no Joy? Create a new workspace on a clean new NT8 install documents\Ninjtrader directory, free all all thrid party DLLs and anything that is not required to run the strategy reliability test again.

The goal being to identify there is a client-side contribution and can start to trouble shoot that or identify it is for sure Not at all client side issue within the scope of the PC or VPS environment.

Best of Luck,
HedgePlay

[NinjaTrader_ChrisL]

Hello Robert, thanks for your reply.

If you are seeing this problem occur on your end there is something wrong with either your internet connection, Windows environment, Antivirus, or a non-clean NinjaTrader 8 folder environment that is causing the problem. I ran my test script (attached) for over two hours and OnMarketData is not stopping. I removed your log files after downloading them because they contain personal info you might not want to have public. In the logs you posted I am seeing a lot of third party dlls loading, so the environment you are testing is not a clean "factory setting" environment as suggested to test on.

Best regards,
-ChrisL

[7robert]

Hi ChrisL

First of all thank you very much, in this way I have already tried it and it never stops entering the OnMarketDepth method, the problem I have now is that since I am not using the marketDepth.Update + = OnMarketDepth I don't see a way to get a snapshot Of the 10 levels, I would like to know if you could tell me some way in which I can obtain said snapshot without doing the Update, because the way you gave it to me is the OnMarketDepth method without the update and I think I can only obtain the values of some level when it generates any movement.

Thank you so much.

[NinjaTrader_ChrisL]

Hi Robert, thanks for your reply.

If you are working in a Strategy object then using OnMarketDepth will be the recommended method to use rather than the Addon style event. We have a sample here that demonstrates how to capture each level of market depth that is provided by the data provider:

https://ninjatrader.com/support/help...vel_ii_dat.htm

Best regards,
-ChrisL