ZN 9/3/2012 market replay data problem

soonhwei · 03-09-2012, 08:20 PM

Hi,

I've downloaded market replay data for ZN 9/3/2012, however the DOM & T&S data is all wrong from 8.30am-9.00am EST, is there any other source which i can download the data?
Many thanks.

soonhwei · 03-09-2012, 11:59 PM

Hi,

here's the screen captured of the mentioned level2 data problem. thanks.

NinjaTrader_Brett · 03-12-2012, 06:19 AM

Hello,

Thanks for the note.

Who is your main dayta feed provider you use for your live data?

Is this replay data you downloaded from file->utilities->download reply data or data you recorded yourself?

-Brett

soonhwei · 03-12-2012, 06:24 AM

hi,

its downloaded from file->utilities->download reply data.
Thanks.

NinjaTrader_Brett · 03-12-2012, 06:25 AM

Thanks and who is your main data feed provider for data for live data?

-Brett

soonhwei · 03-12-2012, 06:26 AM

Hi,

Its IQfeed.
Thanks.

NinjaTrader_Brett · 03-12-2012, 09:00 AM

Hello,

This data is like this on the server that you download market replay data on.

Unfortunately I do not know why the data is corrupted we are looking into it now.

Most likely the data is not corrected however we will look into to try and make sure it does not happen again.

-Brett

jngrim · 11-29-2012, 09:09 AM

Quote:

Originally Posted by NinjaTrader_Brett

Hello,

This data is like this on the server that you download market replay data on.

Unfortunately I do not know why the data is corrupted we are looking into it now.

Most likely the data is not corrected however we will look into to try and make sure it does not happen again.

-Brett

I use Vision Financial and attempted a market replay of the downloaded level 1& 2 Data and I have the same issue with the DOM displaying incorrect Data where the order book does not show the correct amounts and shows more that 1 level. I also find that market replay makes NT7 non responsive and sometime need to reboot. IS there a fix for this?

NinjaTrader_Brett · 11-29-2012, 12:37 PM

Hello,

What day of data did you download for replay and finally what instrument and expiry?

I will download the same on my side and check into this for you.

-Brett

jngrim · 12-03-2012, 07:51 PM

Quote:

Originally Posted by NinjaTrader_Brett

Hello,

What day of data did you download for replay and finally what instrument and expiry?

I will download the same on my side and check into this for you.

-Brett

The instrument is the 12-12 ES...The dom is not displaying correctly at all.
please advise.

jngrim · 12-03-2012, 07:54 PM

Quote:

Originally Posted by jngrim

The instrument is the 12-12 ES...The dom is not displaying correctly at all.
please advise.

The instrument is the 12-12 ES...The dom is not displaying correctly at all.
please advise. The date was 11/26 and 11/27//

NinjaTrader_Matthew · 12-04-2012, 07:53 AM

Thanks for the report.

I can reproduce on these days and have sent this into development.

03-09-2012, 08:20 PM	#1
soonhwei Junior Member Join Date: Jun 2010 Posts: 10 Thanks: 0 Thanked 0 times in 0 posts	ZN 9/3/2012 market replay data problem Hi, I've downloaded market replay data for ZN 9/3/2012, however the DOM & T&S data is all wrong from 8.30am-9.00am EST, is there any other source which i can download the data? Many thanks.
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03-12-2012, 06:19 AM	#3
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,498 Thanks: 109 Thanked 291 times in 280 posts	Hello, Thanks for the note. Who is your main dayta feed provider you use for your live data? Is this replay data you downloaded from file->utilities->download reply data or data you recorded yourself? -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-12-2012, 06:24 AM	#4
soonhwei Junior Member Join Date: Jun 2010 Posts: 10 Thanks: 0 Thanked 0 times in 0 posts	hi, its downloaded from file->utilities->download reply data. Thanks.
	Facebook Twitter YouTube

03-12-2012, 06:25 AM	#5
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,498 Thanks: 109 Thanked 291 times in 280 posts	Thanks and who is your main data feed provider for data for live data? -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-12-2012, 06:26 AM	#6
soonhwei Junior Member Join Date: Jun 2010 Posts: 10 Thanks: 0 Thanked 0 times in 0 posts	Hi, Its IQfeed. Thanks.
	Facebook Twitter YouTube

03-12-2012, 09:00 AM	#7
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,498 Thanks: 109 Thanked 291 times in 280 posts	Hello, This data is like this on the server that you download market replay data on. Unfortunately I do not know why the data is corrupted we are looking into it now. Most likely the data is not corrected however we will look into to try and make sure it does not happen again. -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-29-2012, 12:37 PM	#9
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,498 Thanks: 109 Thanked 291 times in 280 posts	Hello, What day of data did you download for replay and finally what instrument and expiry? I will download the same on my side and check into this for you. -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

12-04-2012, 07:53 AM	#12
NinjaTrader_Matthew NinjaTrader Customer Service Join Date: Apr 2010 Location: Denver, CO, USA Posts: 4,770 Thanks: 158 Thanked 562 times in 553 posts	Thanks for the report. I can reproduce on these days and have sent this into development. Matthew NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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