Stock Level II / T&S bugs

[Profitmake]

I use 8159 from Hong Kong Stock Exchange as an example.
Ninjatrader 6.5.1000.15

Bugs:

1. Price with more than 2 decimal places
Ninjatrader cannot display stock whose price is more than 2 decimal places. For example 0.395 will be displayed as 0.40 in Ninjatrader.

2. Wrong volume
Here is the top market data:
195,000 0.395 Bid
125,000 0.400 Ask

However Ninjatrader displays the info as:
19.5M 0.40 Bid
12.5M 0.40 Ask
http://www.ninjatrader-support2.com/vb/attachment.php?attachmentid=11230&stc=1&d=1272860785

3. Time & Sales shows wrong transaction data
Here is the actual transaction:
11:59:05 10,000 0.400 (at Ask)
11:58:39 50,000 0.400 (at Ask)
11:51:33 25,000 0.400 (at Ask)

However Ninjatrader (T&S) displays the info as:
11:59:05 0.40 1000
11:58:39 0.40 5000
11:51:33 0.40 2500
http://www.ninjatrader-support2.com/vb/attachment.php?attachmentid=11227&d=1272860010

4. Sometimes the Level II just couldn't load the data at all.
The data is loading and suddenly it disappears.

Note that the top row couldn't load any data while the rest could.
11230

A while later all data disappeared:
11229

[NinjaTrader_Jason]

Hello Profitmake,

Can you please tell me to what connectivity provider you connect in NinjaTrader.

It is as expected that stocks display two decimals only in NinjaTrader 6.5. The Instrument type - Stock is set to a Tick size of 0.01 in the Instrument Editor window, which cannot be changed. Highlight an instrument in the Instrument Manager and click Edit to access the Instrument Editor menu. NinjaTrader 7 will allow a tick size to your liking as per the Stock Instrument type.

What other data source is used to compare the data?

[Profitmake]

Hello Profitmake,

Can you please tell me to what connectivity provider you connect in NinjaTrader.

IB

It is as expected that stocks display two decimals only in NinjaTrader 6.5. The Instrument type - Stock is set to a Tick size of 0.01 in the Instrument Editor window, which cannot be changed. Highlight an instrument in the Instrument Manager and click Edit to access the Instrument Editor menu. NinjaTrader 7 will allow a tick size to your liking as per the Stock Instrument type.

But isn't version 7 Beta?
Would you release a v6 version which allows us to set tick size?

What other data source is used to compare the data?

See above.

What about other problems like wrong volume, wrong T&S, occasional Level 2 loading failure (only fail in NT, the main feed works fine)?? Do you have any clues?

[NinjaTrader_RyanO]

Hi,

Can you please forward your log and trace files for yesterday's date to support[at]ninjatrader[dot]com. I would like to review those trace and log files.

Trace files will be located by going to My Documents->NinjaTrader 6.5->Trace-> trace.2010xxxx.txt
Log files will be located by going to My Documents->NinjaTrader 6.5->Log->log.2010xxxx.txt


Please reference this forum post, and also please let us know which version of the TWS application you are using. You can find that information within TWS in the Help-->About field.

[Profitmake]

OK. By the way so it sounds like this is the problem specific to me only, isn't it? Did you test it yourself? Did it work properly on your end?

Please report your test result.

[NinjaTrader_Kyle]

Hello Profitmake,

Yes, this seems to be functioning as expected on our end.
Please provide the requested files at your earliest convenience.

[Profitmake]

I have sent the files that you request. Please check your PM. I prefer PM because I don't check email. I hope this is okay, otherwise tell me.

[NinjaTrader_RyanO]

Profitmake,

We have received your message with the files, and thank you for including the screenshot.

We will work to resolve this in that manner.

[Profitmake]

Thank you so much for your quick response. :)

[Profitmake]

I have been testing the new v7. Most old bugs reported here have been fixed but this comes along with new bugs. I reported it to RyanOlson some time ago.

I have reported some chart discrepancies and wrong T&S prints. I'm not sure why it happened. Could your team look into that issue? I can PM you for more details if you want to investigate further.

More bugs are discovered today so I would like to add some more.

Hmmm... I'm going to open new threads about it and please ignore the attachments below.

[NinjaTrader_Jason]

Hello Profitmake,

Please see my response to your other inquiries - work with me on the new threads you created.