NT 6.5 vs 6.0 - Market Replay files

[kgillis23]

I have discovered that the Market Replay files are specific to the PeriodType. That is, if I have collected Market Replay data on a per-minute time frame - then I can play back a chart with Minute interval settings. However, if I try to play back the same data on a chart with Day interval settings it does not work (will draw but not replay).

This "feature" does not exist in NT 6.0. I have been able to play "minute" replay files on day charts.

Was this intentional?

[NinjaTrader_Dierk]

Market replay files have nothing to do with period type.

As you record chart data (different animal than replay!) only interday timeframes are recorded, no daily data.

This always was the case and never has changed since.

Please see both options on Tools->Options->Data.

[kgillis23]

Sorry, my bad, I was attempting to use the right vocabulary in order to communicate clearly... I did not do a very good job.

If I start a Market Replay session and open a new chart with Minute interval settings, the playback on the chart proceeds normally - the price data changes.

However if I start a Market Replay session and open a new char with Day interval settings, the chart does not update based on the playback - no price data changes.

This is what I have discovered.

As to your prior posting...

Market replay files have nothing to do with period type.

My bad - misuse of the term PeriodType

As you record chart data (different animal than replay!) only interday timeframes are recorded, no daily data.

I had assumed that, then thought maybe I was wrong based on what I was seeing.

Please see both options on Tools->Options->Data.

Thanks, I do have the "Run market replay recorder" and "Store real-time bar data" set and have been collecting data files for a couple of months now. All the other settings under Options->Data tabs are the default values.

I apologize as I am not trying to criticize NT - it it great to use! - I recognize it is still in beta and I am trying to contribute to its success. I will spend several hours on each issue before posting any findings to try and run each through a rigours test and also to search the forum for any other simular posts.

Thanks again.

[NinjaTrader_Dierk]

To clarify:
- you are on latest 6.5.0.10
- you have the "run market replay recorder" checked
- you e.g. record replay data for ES 06-08
- as you then start a market replay session for ES 06-08 and open a daily chart fort that instrument, the chart will not update but you do see market data replayed e.g. on the mini grid in the control center for that instrument

is that correct?

[kgillis23]

- you are on latest 6.5.0.10

Yes, I am testing this on NT 6.5.0.10

- you have the "run market replay recorder" checked

Yes

- you e.g. record replay data for ES 06-08

I have recorded replay data for $EURUSD and the other six major currencies in two dozen or so data files of varing length. I do most of my testing with $EURUSD.

One thing I did not mention before is that most of these replay data files were recorded using NT 6.0.1000.7 - would that make a difference?

- as you then start a market replay session for ES 06-08 and open a daily chart fort that instrument, the chart will not update but you do see market data replayed e.g. on the mini grid in the control center for that instrument

Correct, that is the behavior I am seeing. The price movement grid on the control center is changing but the chart does not.

Just to be clear, when I go to open a daily chart all I do in the Format Data Series dialog box is select the Instrument (if not already selected) and then set the Interval Settings to "Day" - it is already defaulted to a value of 1.

I appreciate your time helping me with this issue.

[NinjaTrader_Dierk]

You recorded replay data from GAIN? GAIN does not support the opening price for a session. This will prevent NT from building the daily bar for the current day. True also for live data and not only replay data.

[kgillis23]

You recorded replay data from GAIN?

Yes - I am recording from GAIN.

So, if this is cause, I have a couple of questions.

1. Why did this work in NT 6.0?
2. How do I work around this - how can I do a market replay and live trading with Gain when I need to use a daily time frame?

Thanks for all your help.

[NinjaTrader_Dierk]

To clarify: It's not that you would be missing a bar for the current day. The issue is that there is no price marker moving at all on the chart, no?

[kgillis23]

If I understant you, that is correct. After starting Market Replay and creating a new chart with an interval of 1 Day - when I start the Replay the price data changes in Market Display Section under the Orders Tab of the Control Center, but does not change on the 1 Day chart.

To further validate this I have run the same Market Replay data file, and the same Historical backtest data under the same senario in NT 6.0 - and when I do so the price change was reflected in the 1 Day chart.

[NinjaTrader_Dierk]

Hmm ... guess I'm on a loss.

Please try this: Record some fresh files with latest 6.5.0.10 and replay these. Would it make any difference? Thanks

[kgillis23]

I agree, that seems like the next logical step. I will do so and then post my results.

Thanks again!

[kgillis23]

Just a quick update.

The prior post from Dierk:

GAIN does not support the opening price for a session. This will prevent NT from building the daily bar for the current day. True also for live data and not only replay data.

got me thinking and I realized that perhaps I could accomplish the same goal by using a 1440 Minute chart instead of a 1 Day chart.

I tried this, and other than having a daily divider line for every bar, it seems to work find.

I will still try the recording of Market Replay data under NT 6.5 to see if that makes a difference... but this is at least a way to work around the issue for now.

Thanks.