Market Replay Issue

[Parados]

So... I've been using market replay to perfect my entry and exits (great feature by the way!)

Today I go to start a new market replay connection and I get data up to the previous day. So for example my 1min chart chart goes up to 23:59 5/26 when I selected 5/27 and the slider says 7:25am.

Okay so I thought maybe I forgot to record data somehow... nope. I go back to previous recordings... the ones I KNOW I recorded and the same thing happens. No matter what the slider says the chart stays at 23:59 on the previous day.

I hit play and nothing happens. Chart, SuperDOM all just sit there. I move the slider - still nothing.

Ideas???

[NinjaTrader_Jason]

Hello Parados,

Can you please close the current chart and open up a brand new chart.

Please see the link below for more information.

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

[Parados]

Hi Jason,

Any other ideas? I have been opening a new chart every time. I found something else strange. All of my ATM strategies are missing! I did a backup before this all happened. Do you think the data could be corrupted or something? How can I check that?

Thanks,
Parados

[NinjaTrader_Jason]

Hello Parados,

Am I correct, the ATM strategies re-appear after you restore the back up file you created?

Did you make any changes in the My Documents-->NinjaTrader 6.5-->db-->data folder?

Please right click on the Market Replay control and select 'Available instruments'. Check what data is recorded for the date selected. Open up a new chart and check if data will appear as per the times reflected at 'Available instruments'.

[Parados]

Loading the backup file didn't bring back the ATM strategies.

I'm not too worried about that because I found the Replay data (I can always rebuild my strategies). It looks like it is not matching up with the dates on the menu. For example 5/27 is at the far end of the 5/26 counter. This is probably because I start recording the day before the trading session so my indicators will have enough data to print correctly.

************
Update:

I can't create ATM strategies. If I try to create one in the static SuperDOM then close the DOM the strategy disappears!

Plus if I do create one and name it. It is not remembering what the values were for stop and profit target.

Something funky is going on...

[NinjaTrader_Jason]

What times are reflected under 'Available instruments'?

[Parados]

For the recording of 5/27

I have:

L1 Begin 10:56pm
L1 End 9:38am

L2 Begin 7:25am
L2 End 12:55pm


So I went here to find my 5/27 data but it was showing up on the 5/26 recording.. This recording doesn't start charting anything until 11:28pm on 5/27 then it picks up the 5/28 data...until 9:38am this morning (probably when I started messing around with the system).

[NinjaTrader_Jason]

Hello Parados,

Did you record all market replay data yourself?

Did you start NinjaTrader on 11:28 PM on 5/27 and did not close it until 9:38 AM today to record data?

As per the ATM templates, did make any changes in the My Documents-->NinjaTrader 6.5-->db folder?

[Parados]

No changes to the folder.

Not sure what you mean by "did I record data myself"...

I believe I did open NT last night (as I usually do - to make sure it is recording data overnight). And I did close the live connection this morning when I was testing the replay data.

Is there a better way to get the data lined up? Also what does L1 / L2 mean?

[NinjaTrader_Jason]

Hello Parados,

Perhaps you obtained the market replay data from a different person, which you imported on your end.

Ok, so you recorded data starting at 5/28, but it spans across midnight. If you connect to the 5/28 date, the times of the recorded session are reflected, correct? So, it should be something like 10:00 PM (5/28) - 7:00 AM (5/29), right?

What instrument do you record, what times is the instrument traded as per your PC time zone setting? I assume it crosses midnight as per the time zone set on your PC, correct? If you like to record the data without crossing midnight, please close NinjaTrader and set your PC clock and time zone to the same time zone as the exchange the instrument is traded at. You should now be able to record the data per day.

L1 indicates level I data, while L2 indicates level II data.

[Andor1999]

One stock out of 4 won't replay correctly every day.

This is a strange one. I use Interactive Brokers as my source of data.
I watch GDX, GDXJ, JNUG, and JDST during market hours and replay them after hours.
Everything is normal during market hours, but during replay GDXJ has all kinds of strange behavior. No volume, moves the wrong direction, bid/ask never changes.
This is only certain days. Other days are fine. No pattern that I can discern.
This almost certainly has to be a problem at Interactive Brokers, but why is there no problem with the live data?
You know they are going to say if it works during market hours it must be a Ninjatrader issue.
Personally, I can't see how it can be your problem since the other 3 stocks and many others that I've replayed in the past work fine.
I'm hoping you can provide me with enough information that I can make some kind of intelligent argument when I contact them.

Thanks.

Joel

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20150330.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20150330.txt"

I look forward to hearing from you.