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Ensuring Level 2 Data Capture for Market Replay

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    Ensuring Level 2 Data Capture for Market Replay

    What is the best way to ensure that I am collecting Level 2 while recording Market Replay data? Must I have a DOM open for every instrument that I want to collect Level 2 data for or will just an open chart suffice? Thanks.

    Whitmark
    whitmark
    NinjaTrader Ecosystem Vendor - Whitmark Development

    #2
    >> Must I have a DOM open for every instrument that I want to collec
    yes

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