Premarket data not shown on replay

[oracle]

Hi:

I thought by setting "Session begins" to 12AM and "Session Ends" to 12AM, it should be able to capture the 24 hour market.
I am able to see the premarket data when connected to the live source.
However, when I do replay, for some reason, the latest day premarket data is not shown. But the previous day premarket data shows fine.
What did I do wrong for the session time?

thank you

[NinjaTrader_Jason]

Hello oracle,

The Market Replay will only replay the data you recorded. You can check this by right clicking on the Market Replay control and select 'Available instruments'. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Replay.html

[oracle]

Hi Jason:

Thanx for the reply.
I understand that NT will only replay recorded data.
What happen is if I load 3rd March 2009 replay data, 3rd March premarket will not be shown, it will only show market hours data.
And if I load 4th March 2009 replay data with at least 2 days of data, now 3rd March 2009 will show premarket data, but 4th March will not show premarket data but show only market hours data.
And all settings work fine when showing live premarket data.
Hope I am making sense.

Thanx.

[NinjaTrader_Jason]

Hello oracle,

What time range is indicated under the 'Available instruments' menu when connected to 3/3 for the instrument selected in the chart?

[oracle]

Hi Jason:

I notice the recording time range is from 910pm to 505am, this means I have recorded from 3march 910pm to 4march 505am.

I have 2 charts opened, 12second and 5-min. The 5-min chart has its "session begins" and "session ends" set to 12:00am each (thus, 24hrs). The 12-sec is set to 910pm to 505am. That may explain why the recording is within that period.

The summary of what is seen on the 5min chart during replaying of the above recording is as follows:

• At and before 2nd March 11:55pm: (DATA IS OKAY)
• From 3rd March 12:00am to 3rd March 9:05pm (MISSING DATA)
• From 3rd March 9:10pm to 4th March 5:05am: (DATA IS OKAY, since I have recorded during this period)

Is it true that during replay, there's no way for NT to obtain the data for the non-recorded period from interactive broker TWS? And the only way is to record for 24hrs?

However, during live trading, there is no problem of missing data.


Thanx.

[NinjaTrader_Jason]

You are correct in understanding. As per the last statement, this is correct as long as your connectivity provider supports the requested historical data in the chart.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[oracle]

Hi:
Sorry I have to revisit this issue again.

I understand that I cannot replay historical data that is retrieved from IB.
I can only replay those that I have recorded during live session.
I have attached a screen capture of what seems to be a setting problem.
I have loaded my replay of 19 March 2009 session with 15 days back data.
What I cannot understand is how come the premarket data is not loaded as illustrated in the pink box attached in my diagram.
The premarket data should not be part of the replay, but I think it should be loaded just like the green box in my diagram.

I hope I did not confuse you with my diagram. Btw, the timestamp on the bottom of the diagram is my local time which is 12 hours difference with the US time. The actual US market time is indicated by the black text that I have put on the diagram.

Thank you for any help.

[NinjaTrader_Jason]

Hello oracle,

Please review the information at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Replay.html

It is always best to use a brand new chart upon using the Market Replay connection.

[oracle]

Hi Jason:

I have tried the recommendation previously mentioned, like using a new chart for the replay. Infact, the chart that I screen scaptured, is done using a brand new chart.
Is there anyway to report this as a improvement to the system, that is to load the premarket data for today's replay, but the premarket data is not part of the replay, only the recorded market data is replayable.

[NinjaTrader_Jason]

Hello oracle,

Please try the following. For example, you have replay data recorded for 3/20. First open up a chart with data from 3/16 (start date) and 3/19 (end date). You will load the historical data you have available in the database.

Connect to the 3/20 Market Replay connection and check if the chart will update with the Market Replay data.

[oracle]

Hi Jason:

Thank you. But it does not work.

For a better illustration, instead of open up a chart with data from 3/16 (start date) and 3/19 (end date) and connect to 3/20, I use 3/16 (start date) and 3/18(end date) and connect to market replay of 3/19.

I will also show you what the chart display when I use 3/17 (start date) and 3/19(end date) and connect to market replay of 3/20.

I have attached a screen shot of 19Mar and 20Mar market replay, with the same steps that you have mentioned.

Please advise me how to load those the data before replay.

Thank you.

[NinjaTrader_Jason]

Hello oracle,

Please connect to your data feed provider and open up a chart that contains historical data for the 3/16 - 3/20 time range.

Check if all requested historical data is present in the chart.

Disconnection from your data feed provider and close the chart.

Open up a brand new chart for 3/16 - 3/19 and connect to the Market Replay connection for 3/20.

[oracle]

Hi Jason:

Check if all requested historical data is present in the chart. Yes, all data is present in the chart.

Open up a brand new chart for 3/16 - 3/19 and connect to the Market Replay connection for 3/20. Data from 20Mar 0:00 to 20:05 is not displayed.

So what should I do to make those data appeared?

Thanx.

[NinjaTrader_Jason]

Unfortunately if you did not recorded data for this time range, it will not be displayed in the chart. I tested 3/16 - 3/20 as brand new chart and subsequently connected to the Market Replay, but 3/20 will be replaced by the Market Replay data in the chart.