Tick Replay Mode Issue

[NJA_MC]

Yes, I will send in an email. Sunday through Thursday night sometime after 8:30PM.

[NJA_MC]

Hi Matthew,

I just tried this again (after 8PM EST), did you guys test Range & Tick charts?

This problem doesn't seem to exist on the MINUTE chart but seems to exist on charts based upon TICK data, such as RANGE & TICK & VOLUME.

I did test this a while ago in other time zones and all you need to do is "Reload All Historical Data" on the chart and the gap forms after 8PM.

I have Attached MINUTE, VOL, & RANGE charts. On the MIN you can see the real data. I reloaded the data at about 8:14PM, you can see the data gap that is formed at that time on the VOL & RANGE charts (I believe built on TICK DATA).

I just tried this on my MultiBroker Key and my @SIM key with the same results.

I decided to check the HISTORICAL data and found that the MINUTE data is up to date (about 8:34 PM), and the TICK data has not gone past 8PM. From prior experiments, I need to wait until after Midnight before I can reload the Historical TICK data. You can see on the 22nd, the Tick data is there, just for some reason, it will not load TODAY.

[NJA_MC]

I will Email a copy of my TRACE file from this run, the odd thing is the two requests are completely different between the TICK & MINUTE. I would have thought the MINUTE would have failed since the time TO=00:00:00, where the TICK looks correct just shy of Midnight... It just seems like the is a 4 hour offset at your data system, as each timezone I tried didn't seem to affect the 8PM cut-off on TICK data. I don't see any timezone in this request.

2015-09-23 20:29:06:780 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/23/2015 19:00:00' to='09/23/2015 23:59:59' period='1 Tick'
2015-09-23 20:33:04:101 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/23/2015 00:00:00' to='09/23/2015 00:00:00' period='1 Minute'

[NJA_MC]

Matthew,

Looks like another member is experiencing this issue as well:

http://ninjatrader.com/support/forum/showthread.php?t=78440

Issue #3.

NJA_MC,

Our QA team has checked this out the last few nights and have been unable to reproduce. I'm not sure what would be different on your setup consdiering they were using all of your user data files that should hold these settings.

Would you be able to contact us to see if we can setup a live remote session with a support team member at the time of day you can consistently reproduce?

If any other forum members experience this bug, please feel free to chime in with any anecdotes that may help us pin point what's going wrong.

[Tiixo]

I'm not sure if it's exactly the same issue, since you said in your first Post that it is related to TickReplay. But in my tests of this Issue TickReplay was always disabled.

What i have found so far:
If i load a chart after 20:00CEST without TickReplay and with the instruments standard TradingHours template then a minute based chart loads fine but a tick based chart loads no data after 20:00CEST.
If i load a chart after midnight with the same settings then the chart loads fine.
If i load a chart in the morning (around 08:00 CEST) the chart loads fine.

Data requests from the trace file:
after 20:00 CEST:
2015-09-23 23:24:12:567 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/18/2015 00:00:00' to='09/23/2015 23:59:59' period='1 Tick'
2015-09-23 23:24:29:087 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/23/2015 19:00:00' to='09/23/2015 23:59:59' period='1 Tick'
Request looks fine, but it depends on what timezones these datetimes represents.
Tickbased chart has missing data.

after midnight CEST:
2015-09-24 00:31:25:582 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/18/2015 00:00:00' to='09/24/2015 23:59:59' period='1 Tick'
2015-09-24 00:31:46:362 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/24/2015 00:00:00' to='09/24/2015 23:59:59' period='1 Tick'
It requests the whole day of the 24th. Which will mask any wrong timezone conversions. Tickbased chart has no missing data.

in the morning(~08:00 CEST):
2015-09-24 08:48:47:389 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/24/2015 00:00:00' to='09/24/2015 23:59:59' period='1 Tick'
2015-09-24 08:48:55:813 Cbi.Instrument.RequestBars (to Provider): instrument='ES 12-15' from='09/24/2015 08:00:00' to='09/24/2015 23:59:59' period='1 Tick'
Again it requests all data to midnight which will mask any wrong timezone conversions. Tickbased chart has no missing data.


So most likely this issue is related to converting timezones.
Data is missing after 20:00 CEST, so 4 hours before midnight. EDT is UTC-4 so this seems to be a likely candidate for the 4 missing hours.
I don't know which is the standard TradingHours template that Ninjatrader is using for ES. But if it is CME US Index Futures that template is using UTC-6 as it's timezone. My local timezone is UTC+2 which combined would be another possible 4hour offset to EDT.

Hopefully you can narrow it down with these details.

[NJA_MC]

I think they have made some progress with this issue, what you have described is what I experience exactly. I have tried this at GMT and it is still 4 hours offset, so time zone doesn't seem to matter.

Do you use NTBroker as your data-feed?

[Tiixo]

AMP with CQG data feed.

[Tiixo]

I can confirm that it is definitely a timezone issue.
After having the same missing data tonight i tried it out.
I changed my local timezone from CEST to EDT (the timezone in Windows, not a timezone setting in NT8). So 22:00 CEST became 16:00 EDT.
Restarted NT8, loaded an ES 12-15 Volume chart, clicked 'Reload Historical Data' and all the data was there.

Then i changed back to CEST Timezone. Same procedure as above. Data after 20:00 CEST is missing.

[NinjaTrader_Matthew]

I can confirm that it is definitely a timezone issue.
After having the same missing data tonight i tried it out.
I changed my local timezone from CEST to EDT (the timezone in Windows, not a timezone setting in NT8). So 22:00 CEST became 16:00 EDT.
Restarted NT8, loaded an ES 12-15 Volume chart, clicked 'Reload Historical Data' and all the data was there.

Then i changed back to CEST Timezone. Same procedure as above. Data after 20:00 CEST is missing.

That's what we needed, thanks! NTEIGHT-8482

[NinjaTrader_Matthew]

I appreciate everyone involved in getting to the bottom of this issue and for your patience as we try to work through it.

During testing we found the issue is outside of the scope of NTEIGHT-8482 which was fixed in B4, and I have created a new issue number NTEIGHT-8847 for the main issue in this thread to be fixed.

[NJA_MC]

Beta6

I can confirm that this is STILL A PROBLEM in Beta 6. I thought this was reported as corrected earlier.

I still cannot get historical tick data after 8:00PM of the current night (not in playback, didn't test that). If this gets corrected shortly, i could use a custom build.

Thanks,
Greg

EDIT: confirmed 8847 didn't make it into BETA6.

[NJA_MC]

As expected, Right after Midnight, the problem corrects itself. This screenshot was taken about 1 min after midnight showing the missing data is back. This is EST as well.

[NinjaTrader_Matthew]

We're still reviewing 8847 and is scheduled for Beta 7

[NJA_MC]

Matthew,

This appears to be resolved. I will continue to test, but looking good.