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BUG for OnMarketData
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Created: by timmyb Attachments:1

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BUG for OnMarketData

  #1 (permalink)
Elite Member
duluth,mn
 
Futures Experience: Advanced
Platform: ninja,thinkorswim
Broker/Data: Amp-Zenfire
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BUG for OnMarketData

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

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BUG for OnMarketData-1-24-2011-7-24-34-pm-help.png  
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  #2 (permalink)
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  #3 (permalink)
 Vendor: www.integrity-traders.com 
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Interesting and disturbing.

Dan

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  #4 (permalink)
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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.

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  #5 (permalink)
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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
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  #6 (permalink)
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max-td View Post
@NinjaTrader,

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

Sure.

Possibel BUG OnMarketData() - NinjaTrader 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.

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  #7 (permalink)
 Vendor: www.integrity-traders.com 
East Rochester, NY
 
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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

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  #8 (permalink)
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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.

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  #9 (permalink)
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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."

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  #10 (permalink)
Elite Member
duluth,mn
 
Futures Experience: Advanced
Platform: ninja,thinkorswim
Broker/Data: Amp-Zenfire
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Posts: 648 since Feb 2010
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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.

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