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Data jump in Market Replay

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    Data jump in Market Replay

    Hi,

    I am new to NinjaTrader and I am having some issues with Market Replay that I am hoping someone can help with. If I have started my recording of 5 minute charts of an FX currency pair at 4.30pm, when I go to replay that data, it will bring in the previous days data (if I only request one day) until midnight and then jump to 4.30pm. This obviously makes a mess of many indicators. How do I get a continuous stream of data without having to start the recording at midnight?

    Thanks for your help.

    Regards,
    Kylie.

    #2
    Hello kylie,

    Thank you for your post and welcome to the NinjaTrader support forum!

    1.) Which version of NinjaTrader are you using? (Help > About)

    2.) Who is your data provider?
    KyleNinjaTrader Customer Service

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      #3
      Hi Kyle,

      I am on version 6.5 and my data provider is Interactive Brokers. I have now attached a picture so you can see what I mean.

      Regards,
      Kylie.
      Attached Files

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        #4
        Hi kylie,

        Please right click in your chart and select Properties.

        What settings are you using for the Session Begins and Session Ends properties?
        KyleNinjaTrader Customer Service

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          #5
          Hi Kyle,

          Both the session begins (local time) and the session ends (local time) fields are set to 12:00AM. I have not altered these so I assume they are the default.

          Regards,
          Kylie.

          Comment


            #6
            Hello kylie

            Unfortunately I do not see a way to have the chart display continuous data in such a situation other than to record Market Replay data starting at midnight.

            Please note that NinjaTrader 7 will allow you to download Market Replay data. It is still in beta fase, but it can be downloaded at the link below.


            More information regarding the Market Replay in NinjaTrader 7 can be found at the following link.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Hi Jason,

              Thanks for the information. I don't think I am ready to tackle a beta version of the product, so I guess I'll just have to either stay up late or see if I can workaround the invalid orders the strategy identifies due to the data gap.

              Regards,
              Kylie.

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