Market Replay

[NinjaTrader_JoshP]

I was wondering where the recorded replay data was stored. Thanks, having difficulty finding this info.

[NinjaTrader_Dierk]

<my documents>/NinjaTrader6/db/data. However, you should not touch nor move/rename these files/directories.

[NinjaTrader_JoshP]

Alright thanks. I have a few additional questions about Market Replay.

1) If I start recording data a few hours after market open, can I get historical data to fill in the few hours I missed for plotting purposes? (I think this might be my data feed's issue because opentick doesn't have historical data till the end of the day or something)

2) If I leave the recorder on 24/7 will it know a new day has started and create a new fiile accordingly? Since the market opens at 6:30AM my time I don't wake up in time a lot of the times, but would like to record the openings. If I had my computer running overnight in preparation of recording the next morning's opening, will I end up having to fastforward through 8 hours of blank tape? Alternatively, will it know if the market is open/closed and start/stop recording accordingly?

3) Can I start a recording, run for a few hours, stop, start a new recording a few hours later and stop? How will Market Replay deal with the gap? Will it create two separate files corresponding to each recording?

3) Is there any other way to stop a recording besides disconnecting from my datafeed?

4) Am I suppose to uncheck "Run market replay recorder" before I watch my replays?

5) When I go to the "Available Instruments" from the playback controls window what is L2 Begin/End and how do I use it?

Heh thats actually a lot of additional questions. Thanks for all the help.

[NinjaTrader_Dierk]

1) no
2) no, your need to restart every day
3) yes, gap will not be filled. One file per day
3) no
4) no
5) L2 is recorded as well in case you turn on a level 2 steram (e.g. via DOM)

Also: please consult the docs on how to use market replay

[NinjaTrader_JoshP]

Would modifying indicators on a chart "mess up" a recording by causing a reloading of historical data?

[NinjaTrader_Dierk]

No it would not.

[grd974]

Market Replay skipping from date to date

Hello,

I have recorded the 20 previous ES trading days and when I have finished playing June 20 and want to go to June 19, is not there any other way to do so than : Control Center > File > Disconnect > Market Replay Connection then
File > Connect > Market Replay Connection > 06/19/07 ?

Thanks for any reply,
Gérard

[NinjaTrader_Dierk]

No, the file is available with the date as you started recording. That's why you should restart recording once a day.

[grd974]

I mean I have 20 different files under the path NinjaTrader 6\db\data\ starting from 00070529 to 20070623 because I actually start recording a new file everyday.
So, I would like to be able to switch, for instance, from June 23 to Mai 29 without having to disconnect from Market Replay Connection then to Connect again to Market Replay Connection.
Is not there a less tedious way to play back those 20 files each containing one trading day ?

[NinjaTrader_JoshP]

I would also like to suggest that Market Replay automatically know it is replaying so we don't have to manually uncheck "Run market replay recorder" every time.

[NinjaTrader_Dierk]

I mean I have 20 different files under the path NinjaTrader 6\db\data\ starting from 00070529 to 20070623 because I actually start recording a new file everyday.
So, I would like to be able to switch, for instance, from June 23 to Mai 29 without having to disconnect from Market Replay Connection then to Connect again to Market Replay Connection.
Is not there a less tedious way to play back those 20 files each containing one trading day ?

Not possible.

[NinjaTrader_Dierk]

I would also like to suggest that Market Replay automatically know it is replaying so we don't have to manually uncheck "Run market replay recorder" every time.

Not surr I follow. You don't have to uncheck "run market replay recorder" as you are replaying.

[NinjaTrader_JoshP]

Oh really now. You replied yes to my #4 question up above so I assumed that was a necessary step, but I guess not. Sweet.

[NinjaTrader_Dierk]

My apologies. I edited my reply below.

[NinjaTrader_JoshP]

Is there anyway to crop out the blank tape I get if I turn on the recorder at midnight and let it run til market close? I'm getting about 5 or so hours of no ticks till the pre market activity starts getting recorded. It would be nice if I could some how chop those out so I don't have to use the seekbar everytime I open the replay.