Erroneous bids and offers in DOM running replay....

[forrestang]

Howdy, I am running downloaded replay data, and viewing inside of a DOM for the ES.

The longer I let it run(usually a few minutes), the bids and offerest get screwed up. For example the bids will be well above and beyond current price.

Closing the DOM and re-opening it will fix the problem. Switching the DOM to a different instrument and back will help as well.

See attached picture.

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Does this also occur when the current contract ES 06-12 is selected? Also can you tell me what day you are attempting to replay.

I look forward to assisting you further.

[sledge]

Originally Posted by forrestang

Howdy, I am running downloaded replay data, and viewing inside of a DOM for the ES.

The longer I let it run(usually a few minutes), the bids and offerest get screwed up. For example the bids will be well above and beyond current price.

Closing the DOM and re-opening it will fix the problem. Switching the DOM to a different instrument and back will help as well.

See attached picture.

I have the same problem. I was told by support my recorded replay database is too big. I didnt delete it, so I wont know if that is the problem.

Win vista 32 & win xp 32 pro both do it for me.

[NinjaTrader_ChristopherJ]

As a test you may move your current Market Replay files with the steps below:

• Close NinjaTrader
• Documents
• NinjaTrader 7
• Open the db folder
• Open the Data folder
• Move all files to another folder folder on your PC, suggest creating a new folder for these files only such as on your Desktop
• Restart NinjaTrader
• Download new replay data
• Connect

[forrestang]

Originally Posted by NinjaTrader_ChristopherJ

As a test you may move your current Market Replay files with the steps below:

• Close NinjaTrader
• Documents
• NinjaTrader 7
• Open the db folder
• Open the Data folder
• Move all files to another folder folder on your PC, suggest creating a new folder for these files only such as on your Desktop
• Restart NinjaTrader
• Download new replay data
• Connect

Oops, idn't have my email notification on for this thread?!?! Here is another example. I have downloaded replay data for the 10 year treasury note, symbol ZN 09-12, for the 7th and 8th of June for this month.

Both days seem to have bids and offers that are off. Attached is a picture example of the market playing with the erroneous data.

I have cleared out that replay cache as suggested, then re-downloaded, and I still get that bad level 2 info.

Are some replay files just corrupted, or is something on my end causing this to happen?

[NinjaTrader_Matthew]

Hello,

Thank you for reporting - I can duplicate this behavior on my end when downloading new data from our servers. We are currently looking into this further.

[forrestang]

Originally Posted by NinjaTrader_Matthew

Hello,

Thank you for reporting - I can duplicate this behavior on my end when downloading new data from our servers. We are currently looking into this further.

Has there been any new information on this issue? It's not a huge deal, I'm just wondering if you guys have isolated the possible issue at all?

Is it just corrupt replay files on the NT server?

[NinjaTrader_Matthew]

Yes - it was corrected moving forward by restarting the data servers, however these particular days cannot be corrected.

[forrestang]

Originally Posted by NinjaTrader_Matthew

Yes - it was corrected moving forward by restarting the data servers, however these particular days cannot be corrected.

On which date was it reset?

[NinjaTrader_Matthew]

Last Sunday, June 17th.

[forrestang]

I think there is still some corrupt files on your servers FYI.

Just checked a replay from 20June on ZB 09-12 and ZN 09-12 and had the off bid/ask info.

[NinjaTrader_Matthew]

Hello,

Thank you for reporting - we are still looking into the cause for this behavior.

[forrestang]

Just an FYI, the dates 25,26Jul2012 have erroneous L2 information for the downloaded replay of ZB/ZN 09-12. I'm not complaining, just mentioning it. Also, there have been other days, but I am just thinking to mention it today.

Is this likely just bad data that NT records from whatever provider you guys use, and then gets uploaded to NT's servers?

[NinjaTrader_ChristopherJ]

Thank you for reporting these dates as well and I will also forward this to development.