There is something critically wrong with market data + Rithmic since the last update

Desktop SDK - Indicators
1

The standard logic for NT indicators to detect if a market order is a buy or sell, is:

if (e.Price >= e.Ask)
// This is a buy
else if (e.Price <= e.Bid)
// This is a sell

However, since the last update, OnMarketData seems to be out of sync with where the bid and ask actually are. Notice here in my screenshot the the DOM is showing the ask at 7351.75 across two platforms. However, the ask in OnMarketData is showing 7352.75. The effect of this syncing issue is there are times when Delta / Buy Sell data is reporting market volume to be all buys or all sells. I’ve noticed the same issue shows up when using Orderflow Volumetric chart types as well. This is a serious issues as it affects all chart data that relies on the branching logic to categorize an order as a buy or sell.

Screenshot_83
Screenshot_831853Ă—521 209 KB

2

Bring this up with Ninjatrader directly via their support email! These forums are not actively monitored

1 Like
3

Thanks, I’ll do that. Not sure how QA missed this one :slight_smile:

4

Update for posterity’s sake. This was a mistake on my part. Some Rithmic data feeds are “aggregated” and if you select an aggregated feed vs a normal feed you get this weird behavior. Once I switched to a non-aggregated feed everything worked as expected.

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