plotting candles where no trading occurred

[trivto57]

Hi,

I am recording some illiquid stocks on the market replay and there are frequently periods of time where these stocks do not trade. When there is no trading, no bars are being plotted. It makes the chart very hard to read because the time intervals are not fixed. The chart also looks unfinished.

How do I make the software show at all bars in an intraday chart, like on bigcharts.com or google finance, rather than just bars where there was actual trading?

Notice the picture, where the previous day shows a complete chart with fixed intervals, while the recorded data on May 4th just shows a few bars where trades had occurred and one weird 1:25 time interval.

I use InteractiveBrokers TWS, using NT 6.5

Thanks.

[NinjaTrader_Jason]

Hello trivto57,

The Market Replay will record the data as it is received by the connectivity provider you connect to in NinjaTrader. The screenshot displays there are bars plotted as 'stripes'. These are price bars as well, however since there was no trading, they have the same OHLC value and thus displayed as a stripe.

You can export data and modify it to your liking and re-import it.

Export:

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

Import:

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

However, once historical data is loaded from your data feed, it will overwrite the manually corrected data. Please see the following information on how NinjaTrader loads data.

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

In addition, NinjaTrader 7 contains a Historical Data Manager, which will allow you to modify historical data more easily. More information can be found at the link below.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Historical Data Manager
The Historical Data Manager allows you to import/export and edit historical data. The image below depicts a historical tick table with an excluded record (bad tick) marked in red and a changed record which is marked in yellow. If historical data is reloaded it will not overwrite any of the changes, exclusions or data additions. Changes logs are maintained and original values can be easily restored.

[trivto57]

Ok, but is there a way for the stripe to plot continously to represent every 5-minute interval, like the historical data (the part of the chart without volume)?

Because the stripes printed during real time market data represent long time intervals, due to the lack of trading activity. It looks like a scrunched up chart.

[NinjaTrader_Jason]

Unfortunately not, NinjaTrader will display the data as recorded and received from the connectivity provider. It is not possible to modify and add data.

In addition, NinjaTrader 7 will allow you to download Market Replay data as well.