NexusFi: Find Your Edge


Home Menu

 





BUG for OnMarketData


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one NinjaTrader with 4 posts (1 thanks)
    2. looks_two eDanny with 3 posts (0 thanks)
    3. looks_3 timmyb with 3 posts (1 thanks)
    4. looks_4 jagui with 1 posts (0 thanks)
    1. trending_up 5,119 views
    2. thumb_up 2 thanks given
    3. group 2 followers
    1. forum 12 posts
    2. attach_file 1 attachments




 
Search this Thread

BUG for OnMarketData

  #1 (permalink)
 timmyb 
duluth,mn
 
Experience: Advanced
Platform: ninja,thinkorswim
Broker: Amp-Zenfire
Trading: ES,Options
Posts: 654 since Feb 2010
Thanks Given: 81
Thanks Received: 1,361

After reading rjays OnMarketData issues ect I was actually working with him tonight to show a new thing I learned. Then I realized my charts are not agreeing with each-other. I am curious if anyone can confirm this behavior between the time and sales and the dom?? and the level two. for now I am just confused on why it is occurring

Attached Thumbnails
Click image for larger version

Name:	1-24-2011 7-24-34 PM help.png
Views:	191
Size:	215.1 KB
ID:	29168  
Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
PowerLanguage & EasyLanguage. How to get the platfor …
EasyLanguage Programming
Increase in trading performance by 75%
The Elite Circle
How to apply profiles
Traders Hideout
Exit Strategy
NinjaTrader
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
31 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
17 thanks
  #3 (permalink)
 
eDanny's Avatar
 eDanny 
East Rochester, NY
 
Experience: Intermediate
Platform: NT
Posts: 329 since Jul 2009
Thanks Given: 18
Thanks Received: 425


Interesting and disturbing.

Dan

Reply With Quote
  #4 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686


timmyb View Post
After reading rjays OnMarketData issues ect I was actually working with him tonight to show a new thing I learned. Then I realized my charts are not agreeing with each-other. I am curious if anyone can confirm this behavior between the time and sales and the dom?? and the level two. for now I am just confused on why it is occurring

We will look into this, please see my reply on the post in the NinjaTrader forum.

Follow me on Twitter Reply With Quote
  #5 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927


NinjaTrader View Post
We will look into this, please see my reply on the post in the NinjaTrader forum.

@NinjaTrader,

can you provide the post / link you are refering to please ?
thank you!

max-td
Reply With Quote
  #6 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686


max-td View Post
@ NinjaTrader,

can you provide the post / link you are refering to please ?
thank you!

Sure.

Possibel BUG OnMarketData() - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

The problem based on the image looks to be a coding error in the custom form that TimmyB coded. This form causes an exception which stops downstream windows from receiving the event. So either remove the user custom coded form or fix the exception.

Follow me on Twitter Reply With Quote
Thanked by:
  #7 (permalink)
 
eDanny's Avatar
 eDanny 
East Rochester, NY
 
Experience: Intermediate
Platform: NT
Posts: 329 since Jul 2009
Thanks Given: 18
Thanks Received: 425


NinjaTrader View Post
We will look into this, please see my reply on the post in the NinjaTrader forum.

Thanks for looking into this, hopefully this is something simple. Good job addressing this so quickly.

Dan

Reply With Quote
  #8 (permalink)
 timmyb 
duluth,mn
 
Experience: Advanced
Platform: ninja,thinkorswim
Broker: Amp-Zenfire
Trading: ES,Options
Posts: 654 since Feb 2010
Thanks Given: 81
Thanks Received: 1,361

I want to thank ninja for looking into it also. they are still working with me.

Seems we found the issue, but this might be kinda detrimental to people who want to use OnMarketData and record bid/ask data from dtniq. I will see how they respond.

Thanks again Ninja for such prompt replies.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #9 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686

There was no bug.

The issue was related to the fact that two simultaneous connections were created and the primary IQFeed connection was not entitled to receive real time YM data thus it was delayed. My response on our own forum is below.


"The DOM and L2 window check your IQFeed connection first to see if the instrument type and market depth data is supported. In your case, the answer is no and thus NT rolls to your Zen-Fire connection that does support it.

Both Time & Sales windows also go to IQFeed first, ask if Level 1 for the instrument type you request data for is supported, the answer is yes so data from IQFeed is pulled. You have ES real time entitlement so the T&S is in real time. You do not have YM entitlement so you get delayed data."

Follow me on Twitter Reply With Quote
  #10 (permalink)
 timmyb 
duluth,mn
 
Experience: Advanced
Platform: ninja,thinkorswim
Broker: Amp-Zenfire
Trading: ES,Options
Posts: 654 since Feb 2010
Thanks Given: 81
Thanks Received: 1,361



NinjaTrader View Post
There was no bug.

The issue was related to the fact that two simultaneous connections were created and the primary IQFeed connection was not entitled to receive real time YM data thus it was delayed. My response on our own forum is below.


"The DOM and L2 window check your IQFeed connection first to see if the instrument type and market depth data is supported. In your case, the answer is no and thus NT rolls to your Zen-Fire connection that does support it.

Both Time & Sales windows also go to IQFeed first, ask if Level 1 for the instrument type you request data for is supported, the answer is yes so data from IQFeed is pulled. You have ES real time entitlement so the T&S is in real time. You do not have YM entitlement so you get delayed data."

I am still a tad confused that when you have two connection why it would choose the delayed one whether it is first or not. Wouldn't it be smart for ninja to look at the two connections realize the second has non delayed and use that. After thinking for a few days on this it does still seem like a bug. Anyone sitting at their pc knowing their second connection has live feed would assume ninja would go to that feed to get it rather than the first delayed feed.

Does this make sense to other traders here?

Basically is you use the gomrecorder you pay for DTN to get correct tick data. But if you have indicators that use onmarketdata and you happen to not have cbot on Iqfeed you would imagine that it would use zenfire. (the second feed). But it will default to the first feed. We who record data cant put zenfire first because then gom records from zenfire. Just seems odd to me after pondering. Basically I would have to pay more to get live level 1 on dtn, but i already have zenfire that gives it. I duno let me know brother traders.

Visit my NexusFi Trade Journal Started this thread Reply With Quote




Last Updated on February 5, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts