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So, kept working on this for a while ... and hopefully will get this on Windows (10 x64) Store! Till then, you guys can see the read-me & download link for setup file under:
Happy to post it here as I do value the NinjaTrader 8 community and would love to contribute. Just to clarify: I'm not a vendor and this is a free tool. It's an MSI (installation file), as it's a quite complex piece of software that requires installation of various (non-free) GUI components ... nonetheless fear not, it's a completely clean installation.
New stuff:
1) Ability to "replay" order flow built-in market updates for CME ES & 6B futures instruments.
2) Ability to hook into / play order flow updates that are fed by the aUDP NinjaTrader 8 custom indicator provided with DomRunner.
3) Ability to SAVE orderflow updates (for one or multiple instruments) into local binary files.
4) Ability to replay locally saved order flow updates.
5) Ability to issue orders on the dom price ladder for ES.
6) Last but not the least, ability to slow down replay of locally saved order flow files for one or multiple instruments.
a) Now, you get to see which is first: the ES update or the NQ update
b) Now, you get to go sub-second / microscopic view and see what really happens in the order flow ... NICE !!! Especially that NinjaTrader replay speed cannot be tuned "down, under 1x speed".
c) Now you get to see the "trigger point" - what triggered the "just happened" waterfall? And who fell first ...
Don't be afraid of reporting bugs ... it's ... well, free stuff.
It's an MSI installation file, it has to be installed as it's using 3rd party (DevExpress) component libraries. It's as clear as it can be, built in .NET VStudio 2019.
This is very very cool. I've always been looking for something that is free and shows order flow comparable to Jigsaw. I love being able to see the absorption of contracts at certain levels. This looks promising!
Published on Windows Store! anyone with Windows 10 x64 English US on latest update (called 1909 I believe) can search by DomRunner in Windows Store, install it and play w/ the 2 built-in playback files. If NT8 already present on the system before installation of DomRunner, Install and start DomRunner, then a new indicator called (aUDP.zip) can be imported from ~Documents~/NinjaTrader 8/bin/Custom) and used to stream data (historical playback or not) through. Be warned though, not all features are rock solid, in fact you might stumble into a few bugs.
