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Invalid Historical data listing after Market Replay

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    Invalid Historical data listing after Market Replay

    Imported historical tick data from text file and performed market replay with only candle chart and DOM successfully. After that in the historical data, some contract month of the same instrument with no histrocial data store are listed. Contracts use are CN 07-15 and TW 07-15, which are pre-defined instrument in NT8 B3.
    Attached Files
    Last edited by garfielalvin; 07-19-2015, 02:39 AM.

    #2
    Hi garfielalvin,

    I have thus far been unable to duplicate this. From what source does this imported historical data come from, and what dates did you import?
    <span class="name">Alex C.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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      #3
      Below are steps performed that produced the problem mentioned
      1. With no historical or replay data stored, open Historical Data
      a. Import tick data (Last, Bid, Ask in sequence) with "UTC+8 Kuala Lumpur and beginning of bar timestamp" for instrument CN 07-15 with "Generate Minutes and Days bar" option choosen which contain data from 09:00 am 17 Jul 2015 to 2:00am 18 Jul 15, UTC +8
      b. Close Historical Data
      2. Connect to Playback connection and the slider open with "Historical" selected
      a. The start date is shown as 16/07/2015 and end date is shown as 17/07/2015 (Is it supposed to start with the date 17/07/15 as the data imported start at 9:00am 17 Jul 2015, UTC+8)
      3. Open 1mins candle chart for CN 07-15
      4. Open Historical Data
      a. CN 06-15 is listed in Edit tab: Historical, with no data
      5. Perform Playback with the imported data
      6. While the playback is on going, go to Historical Data - Load Tab
      a. Get Market Replay Data for ES 09-15 for 24/07/2015
      7. go to Historical Data-Edit
      a. ES 09-15 is listed in Edit tab: Historical, with no data

      Also try to export the Market Replay Data into xlsx format and the file contain just the start and end date and time with no data

      Please advice, thanks.
      Attached Files
      Last edited by garfielalvin; 07-25-2015, 02:07 AM.

      Comment


        #4
        Hi garfielalvin,

        Despite the entries in the 'Historical' section being empty, do you see data for the proper imported market replay contracts in the Market Replay section on the Historical Data - Edit tab?
        <span class="name">Alex C.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

        Comment


          #5
          I can see data for the imported contracts (CN 07-15) in the Historical section on the Historical Data - Edit tab, but the not listed in the Historical Data - Market Replay section. (Is it supposed to be listed in Market Replay section too?)

          For market replay data downloaded from ninjatrader server (ES 09-15)
          a. only start and end date are listed in the Historical Data - Market Replay section.
          b. Replay of the downloaded ES 09-15 data with chart works
          c. Export of the ES 09-15 data into xlsx format return a excel file that contain no data and only start and end date
          Attached Files

          Comment


            #6
            Hi garfielalvin,

            For Market Replay data, you should be able to see it in the Market Replay section.

            From here, I'd like to request a video demonstration of what you're experiencing. If you would, could you use a tool such as Jing and send me a video at platformsupport[AT]ninjatrader[DOT]com?

            When you do so, please reference the following URL in the body of your email message:

            <span class="name">Alex C.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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