Bid is above ask... Ninja or service provider...?

[Art09]

Hi,
I noticed today (not the first time) in Euro market the bid price was above ask for some time... In such situations one can buy at the ask, which is below the bid, and immediately sell it at bid, which could be way above the ask... Basically, I could have become a millionaire today within minutes simply by buying at the ask and immed. selling at bid...
Is this some kind of a bug? In Ninja or service provider...?

Thank you very much.
Regards, Art.

[NinjaTrader_Brett]

Hello,

Who is your data feed provider.

I would suggest taking this up with your broker/data feed provider first as this most likely is an internet or provider item to look into.

However if no success there I could take a look at your log and traces just to make sure there are no NinjaTrader issues. You would email from help->Mail to support in the platform and reference this forum post for us to take a look.

-Brett

[Art09]

Thank you.
I will talk to providers first.

Regards, Art.

[Art09]

Hi,
I'm still noticing the same problem in Oil today. I do not know if this is my computer, internet or smth. else I sent my logs a few days ago to Ninja support.

Thank you.
Regards, Art.

[SWFL Trader]

I have the same problem today in CL and YM, broker is AMP with CQG ver 7.8, neither broker or Ninja support seem to know how to fix it.

It was less of an issue with 7.9 however 7.9 seems to have other issues with a disconnect from CQG server during high volume periods which NT support was unable to figure out, so I downgraded back to 7.8.

Experiencing the DOM lag with bids above the ask in both YM and CL today, if I change contracts and then change back they are fine until it happens again. Also if the ask moves back above the bid it will refresh and report the bid/ask correctly.

The problem appears to present itself after a sudden move which clears out the 5 bids or 5 asks shown on the DOM.

If enough users experience the problem and report it then I'm confident it will be looked into in more detail.

[NinjaTrader_Brett]

Hello,

Thanks for the report.

What is the ticket number you have in the subject line when you forwarded this to NinjaTrader support so that I can look into this?

I'm curious is this demo or live connection this is happening on?

-Brett

[Art09]

Hi,
I forwarded the same message to Ninja Support with subject Reply to thread 'Bid is above ask... Ticket# 617290.

This happens in demo mode - AMP-CQG is the demo provider. I contacted them, they say it is OK on their side.

Thank you.
Regards, Art.

[NinjaTrader_Brett]

SWFL,

Are you also on Demo?

-Brett

[SWFL Trader]

SWFL,

Are you also on Demo?

-Brett

No Live with AMP

Just performed a test for another issue for Matthew with Replay data from 2/29 and noticed the same issue ask below bid, however with replay data when switching to another contract and then back the issue remained and didnt self correct.

I havent used replay data with level 2 before so I am not sure if this is normal or not.

Test was on ver 7.8 at 1x speed

[NinjaTrader_Brett]

Hello,

I reviewed this ticket Matt is working on.

Believe you are running into some generic performance issues of either the PC and third party indicators or the network.

Please continue working with Matt to isolate the issue, I will keep an eye on it.

Furthermore, I am not getting any further reports on this from any other users therefor we needed to isolate what is going on in your system setup that is causing this to occur.

-Brett

[Art09]

Hi,
The other users simply may not pay attn to that... I have decent cable internet connection 13.04 Mbps and did not expect any problems... If data is lagging bcs of connection or indicators then in my opinion Ninja should be more concerned about it. It may not be an emergency but improvements in this could be considered with new versions...
Regards, Art.

[NinjaTrader_Brett]

Hello,

Absolutely and we would want to look at each case on an individual bases as each users indicator/system setup is completely different with what you can or cannot do.

Users would want to follow the following steps carefully and if these steps do not resolve, all it takes is one incorrectly coded indicator third party to cause issues if everything else have been narrowed down. We would want to work with the user in these cases to help identify the culprit.

http://www.ninjatrader.com/support/helpGuides/nt7/performance_tips2.htm

Furthermore, general performance enhancement is something that we are always looking at in our future releases. We are making several strides in this area for our next major release which is still some time down the road unfortunately and I do not have a release date yet. However, if a bad indicator is causing issues would not apply on the above and we would still want to diagnose the specific setup individually.



-Brett