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