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Market Replay data - when is it created?

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    Market Replay data - when is it created?

    I am collecting data regularly. looking at the My Documents\NinjaTrader 6.5\db\data folder I have a 20090705 folder with 6E 09-09.ntm (2,938KB), ES 09-09.nt2 (18,477KB), ES 09-09.ntm (5,423KB). It is now 10:41ET on 7/6. I wanted to replay today. I was told that the replay files are created when I disconnect from my datafeed (zenfire) which I did about an hour ago. However the file sizes are tiny. 125 to 150KB. when are these created and how can I replay today's market?... (now its 11:56... I thought I'd play 7/5 file since it appeared to have enough data... I see that today's data is there... how would I have known that since the file name is 20090705? Perhaps if you explained what NT does behind the scenes to separate out a day's data into files, I could make sense of this? Its very confusing..
    Last edited by saroj; 07-06-2009, 09:59 PM.

    #2
    saroj, in which timezone setting is your PC running?
    BertrandNinjaTrader Customer Service

    Comment


      #3
      I'm in ET, U.S.A.

      I'm in ET, U.S.A. but a generic "how you do it" answer should be sufficient... I can adjust to figuring the time zone difference myself... when is today's data available (in whatever TZ you care to specify AND what do I need to do to "create" a valid file that I can copy to my other computer (since I will lose data on my trading computer while I am doing playback).

      The solution I would like is one in which I can do a replay at any time after first session close and yet data on that computer continues to be collected ... in fact, the IDEAL solution is one in which you create a file in which the "day's" data START time is beginning of the 2nd session (which is most likely actually the day before) and continues through the end of the regular session.

      For instance ES regular session is from 0930 - 1615 ET so in my scenario the data for 7/7 would begin on 7/6 1630 and end 7/7 1615 and not be a function of when I close my connection or exit NT.

      Further, that the naming of the file is consistent... I really wouldn't care if the above were named 20090706 or 20090707 as long as it is same all the time...

      NOW... since different instruments have diff session times and you create a file which includes multiple instruments, you may have to do a midnight to midnight START / STOP.. fair enough... but please make the span consistent day to day and allow a file to be available BEFORE midnight, but continue to collect data through your STOP period which is "wrapped up" soon after the STOP time.

      Thanks

      Saroj

      Originally posted by NinjaTrader_Bertrand View Post
      saroj, in which timezone setting is your PC running?
      Last edited by saroj; 07-07-2009, 08:46 PM.

      Comment


        #4
        Another request... user interface to know which files have which

        That a report can be generated which shows which days have which data and during which TF's... this is to avoid the huge frustration of having to connect to MR, then choose a date... then wait for NT to initiate that day.. THEN go to the control and see what's there... which files are "good" for which instrument needs to be much earlier in this process... at the very least to be able to create a report and store it for reference... better is a good UI

        Comment


          #5
          saroj, thanks for the reply and valuable feedback - you can right click on the reply control to check with instrument and data level (1 / 2) is available. Furthermore with NinjaTrader 7 we'll add support for replay across midnight and multiple sessions - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
          BertrandNinjaTrader Customer Service

          Comment


            #6
            Bertrand.. I'm aware of that

            this is very cumbersome.. and too late in the process of deciding which playback to use... I go through day after day trying to find one with enough data to use... and often discover gaps and so little data that it is unusable...

            Please submit my request for a report or a better onscreen interface... ensign has a very good one... I hope your designers will have a look at it.

            Comment


              #7
              Please respond to my original question...

              How and when is the file created? What does the file name "date" imply? When and how can I replay "today"?

              Comment


                #8
                saroj, disconnect from the realtime feed you used for recoding the data, then connect to today's date in the Market Replay connection. Right click in the replay control and check what data is available for replay. If you have gaps in the data, please make sure the connection used to record the data was connected all the time, of course there's no backfill for 'missing recording' data.
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Bertrand View Post
                  saroj, disconnect from the realtime feed you used for recoding the data, then connect to today's date in the Market Replay connection. Right click in the replay control and check what data is available for replay. If you have gaps in the data, please make sure the connection used to record the data was connected all the time, of course there's no backfill for 'missing recording' data.
                  What if I want to replay it on a different computer?

                  When is the "day" considered complete?

                  Comment


                    #10
                    You can port the recorded data to another PC - http://www.ninjatrader-support.com/H...DataFiles.html

                    The day would be complete if your local timezone related day is done (midnight).
                    BertrandNinjaTrader Customer Service

                    Comment


                      #11
                      How do I get market replay data for today?

                      It is 2135 ET and I closed NT and the reopened doing File - Connet - Market Replay Connection... see image attached... it seems that today is NOT available... the latest date is 9/27. And yet a trading buddy of mine also on the East Coast is doing a market replay on today's data right now... he saw today's data in the list...

                      What do I need to do to do market replay on today's data before midnight?

                      Thanks,
                      Saroj

                      P.S. I would have uploaded an image you could actually see if your upload file sized weren't so restrictive.
                      Attached Files
                      Last edited by saroj; 09-28-2009, 07:44 PM.

                      Comment


                        #12
                        Hi Saroj,

                        Thank you for your reply.

                        One way to do this would be to temporarily adjust the date your PC is using.
                        Please let me know if this does the trick for you.
                        KyleNinjaTrader Customer Service

                        Comment


                          #13
                          Adjust it to what?

                          Originally posted by NinjaTrader_Kyle View Post
                          Hi Saroj,

                          Thank you for your reply.

                          One way to do this would be to temporarily adjust the date your PC is using.
                          Please let me know if this does the trick for you.
                          to what? to what? to what? to what?

                          (initial message "too short")

                          Comment


                            #14
                            Market replay not replaying

                            I shut down and reopened NT.
                            Connected to Market Replay 10/1/09
                            I opened all new charts. They were aligned with EOD (24hour) at 9/30/1009 11:59
                            I started Replay... cranked it to 20x
                            None of the charts moved...
                            I have had my computer on with "record" turned on for 3 days.

                            How do I
                            1. get the market replay to work...
                            2. know what data is in the file (aside from the assumption that since the computer was on with all of these symbols in the Market Analyzer and at least CL in an open chart)?
                            Attached Files

                            Comment


                              #15
                              Adjust the date?

                              Originally posted by saroj View Post
                              I shut down and reopened NT.
                              Connected to Market Replay 10/1/09
                              I opened all new charts. They were aligned with EOD (24hour) at 9/30/1009 11:59
                              I started Replay... cranked it to 20x
                              None of the charts moved...
                              I have had my computer on with "record" turned on for 3 days.

                              How do I
                              1. get the market replay to work...
                              2. know what data is in the file (aside from the assumption that since the computer was on with all of these symbols in the Market Analyzer and at least CL in an open chart)?
                              tech support says to try adjusting the time... someone said NT doesn't "close out" a Market Replay file until after midnight... is that true?

                              ok... so I changed my computer date to 10/3 after 01:00 a.m. ... the "next" day, right?

                              I opened NT... closed NT... re-opened NT...

                              Today's data is still NOT available... note the attached image.

                              Once again, I plead with you to tell me... how and when does NT mark today's data

                              How and when am I able to do replay...

                              As of now, I am unable to do replay for either yesterday or today (10/2) in spite of the fact that my computer has been on and running "capture replay" with CL, ES, YM, 6B, 6E and others in Market Analyzer; and CL and 6B in charts...

                              I start Market Replay, open up new charts, start Replay... and nothing happens
                              Attached Files

                              Comment

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