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Gomi Order Flow not displaying Ask volume in NT8


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Gomi Order Flow not displaying Ask volume in NT8

  #1 (permalink)
 Skberg 
Muscat
 
Experience: Intermediate
Platform: NT7
Trading: Index futures, crude, GC
Posts: 4 since Aug 2017
Thanks Given: 7
Thanks Received: 1

Hello,

This is my first post!

I had recently upgraded my GomiOrderFlow from NT7 to NT8. I believe the NT7 was a fantastic piece of software.

My current data provider does not provide historic bid/ask data on Ninja Trader servers, as they have their own servers to supply tick data.

In NT7 I would be able to see Gomi's Order Flow AFTER market hours without a problem.

However, after I upgraded to NT8 I have been tearing my hair out to get it to work correctly. When the data is live during market hours, the OrderFlow indicator works well and displays all the bids and ask volume by price level.

The issue I face is AFTER Market hours, when I load my workspaces, I just don't get an accurate picture. I see only the BID column populated with numbers that seem incorrect, and the ASK column populated with 0's.

I sought Gomi's help, and he suggested I enable Tick Replay in the Tools - Options -Market Data menu AND in the Data Series menu, which I did.

He also suggested I enable the 'Record Live Data as Historical' in the Tools- Market Data Menu, which I did.

I still see the Ask column populated with zeroes, making my analysis of the market after hours futile.

Would anyone know how to solve this issue?

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  #2 (permalink)
 
Silvester17's Avatar
 Silvester17 
Columbus, OH
Market Wizard
 
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
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Skberg View Post
Hello,

This is my first post!

I had recently upgraded my GomiOrderFlow from NT7 to NT8. I believe the NT7 was a fantastic piece of software.

My current data provider does not provide historic bid/ask data on Ninja Trader servers, as they have their own servers to supply tick data.

In NT7 I would be able to see Gomi's Order Flow AFTER market hours without a problem.

However, after I upgraded to NT8 I have been tearing my hair out to get it to work correctly. When the data is live during market hours, the OrderFlow indicator works well and displays all the bids and ask volume by price level.

The issue I face is AFTER Market hours, when I load my workspaces, I just don't get an accurate picture. I see only the BID column populated with numbers that seem incorrect, and the ASK column populated with 0's.

I sought Gomi's help, and he suggested I enable Tick Replay in the Tools - Options -Market Data menu AND in the Data Series menu, which I did.

He also suggested I enable the 'Record Live Data as Historical' in the Tools- Market Data Menu, which I did.

I still see the Ask column populated with zeroes, making my analysis of the market after hours futile.

Would anyone know how to solve this issue?

I remember having seen this problem before. it's similar to what happened here:

https://forum.ninjatrader.com/showthread.php?t=95276

not sure if it has anything to do with the contract rollover. also did you already try to right-click on the chart and select "Reload all Historical Data"? and who is your data provider?

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  #3 (permalink)
 
cory's Avatar
 cory 
virginia
 
Experience: Intermediate
Platform: ninja
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data could be corrupted, try delete Gom file so it can build a fresh one.

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  #4 (permalink)
 Skberg 
Muscat
 
Experience: Intermediate
Platform: NT7
Trading: Index futures, crude, GC
Posts: 4 since Aug 2017
Thanks Given: 7
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Silvester17 View Post
I remember having seen this problem before. it's similar to what happened here:

https://forum.ninjatrader.com/showthread.php?t=95276

not sure if it has anything to do with the contract rollover. also did you already try to right-click on the chart and select "Reload all Historical Data"? and who is your data provider?

Hi Silvester,

Thank you for your reply.

From the link it appears that there is a persistent issue with NT8 when using footprint charts, AFTER Market Hours, when data needs to be retrieved. Regretfully, the GOM files are not stored locally as it does when used in NT7, so NT8 looks to build the sequence of bid/ask. Therefore, rendering the sequence of true bid/ask is inaccurate when not stored locally, although when viewed in NT7, using the same data provider, all works perfectly.

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  #5 (permalink)
 Skberg 
Muscat
 
Experience: Intermediate
Platform: NT7
Trading: Index futures, crude, GC
Posts: 4 since Aug 2017
Thanks Given: 7
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cory View Post
data could be corrupted, try delete Gom file so it can build a fresh one.

Under NT7, this would have worked. I did not find such a repository under NT8. Does GOMI store bid/ask data as it is received from the data provider, locally on the user's machine, in NT8? I'm afraid I could not locate it.

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  #6 (permalink)
 gomi 
Paris
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Platform: NinjaTrader
Posts: 1,270 since Oct 2009
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Unfortunately there are no "gomi" files in NT8, NinjaTrader records the bid/ask directly in the NinjaTrader 8 \db\tick\*.ncd files.

The problem you seem to encounter is that your data provider does not provide bid/ask data on its historical feed, so when you connect, it downloads the .ncd files and these don't contain the bid/ask data.

If I understand correctly Ninja's doc, if you select the

Save chart data as historical

Enables or disables the storage of incoming real-time Chart data to your local PC for future historical data requests. If you are connected to a provider that supports historical data, disable this feature.


option, you should be recording your own bid/ask, so as long as you are connected you should get the good data (like the GomRecorder on NT7)

But any file downloaded from the feed will alter the ordeflow .

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  #7 (permalink)
 Skberg 
Muscat
 
Experience: Intermediate
Platform: NT7
Trading: Index futures, crude, GC
Posts: 4 since Aug 2017
Thanks Given: 7
Thanks Received: 1


gomi View Post
Unfortunately there are no "gomi" files in NT8, NinjaTrader records the bid/ask directly in the NinjaTrader 8 \db\tick\*.ncd files.

The problem you seem to encounter is that your data provider does not provide bid/ask data on its historical feed, so when you connect, it downloads the .ncd files and these don't contain the bid/ask data.

If I understand correctly Ninja's doc, if you select the

Save chart data as historical

Enables or disables the storage of incoming real-time Chart data to your local PC for future historical data requests. If you are connected to a provider that supports historical data, disable this feature.


option, you should be recording your own bid/ask, so as long as you are connected you should get the good data (like the GomRecorder on NT7)

But any file downloaded from the feed will alter the ordeflow .

Thank you Gomi, for your observations. You are best positioned to provide a solution.

Like you have mentioned, downloaded files when saved as historical, just doesn't appear right. Besides, there are issues during Tick Replay downloading.

The workaround is for me to leave my system on, as you suggest, and staying connected. I presume good data would flow through. Perhaps I might try just that, and reboot every two or three days! Not sure if there is any other alternative that is more optimal.

Will purchasing the license from Ninjatrader, for NT8 be useful, as i would presume that it is more suited to handle orderflow natively, than the simulation free version?

Any suggestion there, Gomi?

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  #8 (permalink)
 gomi 
Paris
Market Wizard
 
Experience: None
Platform: NinjaTrader
Posts: 1,270 since Oct 2009
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The native NT8 orderflow uses the same NinjaTrader files, it will very likely have the same issue.

Only solution I see is to have your data provider record the bid/ask info on their historical servers and provide it on their historical feed

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Last Updated on September 24, 2018


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