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Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)


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Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)

  #401 (permalink)
 
xplorer's Avatar
 xplorer 
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phantomtrader View Post
The DOM doesn't seem to work with market replay. I tried on 2 computers and both do the same thing - the price is at one level but the incoming data for the current price is printed either above or below the price. I tried several formats to see if it would correct but it still does the same thing. Any advice? Thanks.

Is this on NT7?

If you switch to the NinjaTrader DOM, does it show the same problem?

If not, would you be able to share a screenshot or a short video of the behaviour?


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  #402 (permalink)
 
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xplorer View Post
Is this on NT7?

If you switch to the NinjaTrader DOM, does it show the same problem?

If not, would you be able to share a screenshot or a short video of the behaviour?

I'll make a video - good idea. The NT7 DOM shows about the same behavior.

  #403 (permalink)
 
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 xplorer 
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phantomtrader View Post
I'll make a video - good idea. The NT7 DOM shows about the same behavior.

If you can see the same behaviour on both depth of market platforms, chances are this is a market replay issue.

I have had this issue myself quite a few times with NT7. It is not uncommon on NT7 to have market replay days that are corrupted. In other words the header (L1) and the depth (L2) become out of sync at some point in the day.

I became so frustrated with this issue that eventually I abandoned NT7 and switched to NT8 where this problem has been apparently addressed.

Note: the corruption is often at the source, i.e. on NT servers, so even downloading replay data again won't help.

  #404 (permalink)
 
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 phantomtrader 
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xplorer View Post
If you can see the same behaviour on both depth of market platforms, chances are this is a market replay issue.

I have had this issue myself quite a few times with NT7. It is not uncommon on NT7 to have market replay days that are corrupted. In other words the header (L1) and the depth (L2) become out of sync at some point in the day.

I became so frustrated with this issue that eventually I abandoned NT7 and switched to NT8 where this problem has been apparently addressed.

Note: the corruption is often at the source, i.e. on NT servers, so even downloading replay data again won't help.


Here's a short video of the DOM in market replay. Watch the current price line and the inside columns -

You are probably right about using NT8 - I haven't tried that. Problem is all my stuff is in NT7 and it will take a monumental effort to convert it.

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  #405 (permalink)
 
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 xplorer 
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phantomtrader View Post
Here's a short video of the DOM in market replay. Watch the current price line and the inside columns -

You are probably right about using NT8 - I haven't tried that. Problem is all my stuff is in NT7 and it will take a monumental effort to convert it.

Yep, I know, NT8 isn't as equipped as the more established NT7. I am making do for the time being.


Also, there's no video in the previous post.


May I suggest, since it's off-topic, to post it in this other thread


  #406 (permalink)
 
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 phantomtrader 
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xplorer View Post
Yep, I know, NT8 isn't as equipped as the more established NT7. I am making do for the time being.


Also, there's no video in the previous post.


May I suggest, since it's off-topic, to post it in this other thread


Thanks will do
Going to try NT8 first

  #407 (permalink)
 
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phantomtrader View Post
Here's a short video of the DOM in market replay. Watch the current price line and the inside columns -

You are probably right about using NT8 - I haven't tried that. Problem is all my stuff is in NT7 and it will take a monumental effort to convert it.

Replay data on NT7 is a bit spotty. Not sure why that is but the common issues are L2 not being there for periods and the L1/L2 out of synch.

Some days data are better than others. A lot of the time it's perfect.

Tradovate implemented an interesting replay module. There's nothing to download with it - you just set the time and go.

So right now in a head to head comparison - the Tradovate replay wins. Obviously there's a lot more stuff in NT7 though that people are using that's not in Tradovate.

I haven't done a good comparison of the replay data in NT7 and NT8....

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  #408 (permalink)
 
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 ratfink 
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Market Replay data is unusable on NT7 if you need any form of ordered synchronisation (e.g. for a DOM) between bid/ask/last due to the integer second resolution timestamps and the data series storage mechanism. This is a well known limitation that NT8 is supposed to address with the Tick Replay chart mode. The original Gomi indicators were developed because of the same underlying NT7 limitation.

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  #409 (permalink)
 
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 phantomtrader 
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I have a lifetime license - is Daytradr an add-on? If I just want to participate in the Leaderboard, do I need Daytradr?
Is there is a discount for people who already own a license? Thanks.

  #410 (permalink)
 
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 arnie 
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phantomtrader View Post
I have a lifetime license - is Daytradr an add-on? If I just want to participate in the Leaderboard, do I need Daytradr?
Is there is a discount for people who already own a license? Thanks.

daytradr is a standalone platform.
If you already own a lifetime license you should have access to daytradr.
Login to your Jigsaw account, go to the Dashboard and you should have this link Jigsaw daytradr (RapidTraderPro) Downloads.

All instruction for install can be found here Help*

To participate in the Leaderboard you need to use daytradr since you login to the Leaderboard through it.

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