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MIssing overnight data in Market replay

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    MIssing overnight data in Market replay

    I recorded the prime hours last weeks (930 AM - 415 PM Eastern).

    I checked my chart and reloaded historical data to make sure it showed the over night data as NT 6.5 did not do this automatically.

    Then I disconnected and started Market replay -- NT reloads the chart to the start of that data -- BUT there is NO Overnight data! The previous weeks in the chart are complete, and a little bit of Sunday shows, but NO Monday morning until the Replay data starts.

    I was told during Webinar that NT would pull the overnight data from the DB on my HDD so the chart (and INDICATORS) would be correct. This is not happening. The overnight and early morning data needs to be on the chart right up until the market replay data begins.

    It clearly is tied to the very last overnight session. Anything prior to the last day is there. However, without the final overnight data, the chart for the current day CANNOT BE CORRECTLY CHARTED as the indicators depend on that overnight data. This is a major design flaw! And it means that the replay is WORTHLESS for any system method that needs complete charts.

    Is there a work-around until you fix this?

    #2
    Hello Lost Trader,

    Thank you for your post.

    Can you please clarify if you are referring to missing data when playing Market Replay or Missing Historical data when you are connected to your data provider.

    If you are referring to missing data when connected to Market Replay keep in mind this data will only be recorded while you are connected to your data provider.

    If you are missing historical data when connected to your data provider please answer the following questions so I may further assist:
    • What data provider are you connecting to within NinjaTrader?
    • What time interval chart are you attempting to load i.e. tick, minute
    • What instrument are you attempting to load?

    I look forward to assisting you with this issue.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      I'm sorry, Christopher. I tried to be clear.

      I am referring to overnight (therefore historical) data when in market replay.
      I was explicitly told the the overnight (therefore historical) data would be pulled from the local db when connected to market replay, so that charts would be correct when the replay BEGINS.

      The data is present in the db, because I have verified that by pulling up complete charts when completely disconnected from any data feed.

      However, when I connect to Market Replay, the last bars of historical data are REMOVED from the chart rendering it inaccurate therefore unusable.
      Attached Files

      Comment


        #4
        Hello Lost Trader,

        Thank you for clarifying. Can you please tell me what data provider you are connecting to within NinjaTrader and the time interval chart you are veiwing when connected to Market Replay.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          The recorded data is collected during the day from Zen-Fire.
          During replay, I am connected to Market Replay & no other data provider.

          The chart is an 89 Volume bar setting.

          Comment


            #6
            Hello Lost Trader,

            Please close all your open workspaces by going to the Control Panel-->File-->Workspaces-->Close Workspace

            After you have closed all workspaces please create a new workspace by going to the Control Center-->File-->Workspaces-->New Workspace

            Within the new workspace please connect to a Market Replay file, open a new chart for the instrument you have recorded data for and let me know if the issue persists.
            Christopher J.NinjaTrader Customer Service

            Comment


              #7
              Yes, it persists.

              Comment


                #8
                Hello Lost Trader,

                Can you please connect to your Market Replay file and forward me a screen shot of the full chart with the missing data to support [at sign] ninjatrader [dot] com.

                Please include Attn: Chris, ticket 239431 in the subject. Also please include the version of NinjaTrader you have installed. You can find your current version by gonig to Help-->About.

                To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
                Christopher J.NinjaTrader Customer Service

                Comment


                  #9
                  email sent with attachment. Also showing here.
                  And NT is 6.5 v14 (the latest I think).

                  Thanks, Chris. I really need this to work!
                  Attached Files

                  Comment

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