NinjaTrader 6.5 had a bug in its data recording where it needed to have its
data connection bounced at the start of each day, in order for it to start
recording into new data files for the day. This is supposed to be fixed in
version 7, but is actually only partly fixed. NinjaTrader 7.0.1000.2
automatically starts new files for L1 data each day, but does *not* do so for
L2 data, with the result that data seems to be recorded okay, but is later
found to be mysteriously missing L2.
This bug is consistently reproducible in version 7.0.1000.2, as follows:
(i) Start NinjaTrader recording data, and let it run past midnight. Inspect
the db/data directory, and see that a directory has been created for the new
day, but it contains only .ntm files, no .nt2 files.
(ii) Bounce (disconnect, then reconnect) the data connection, and wait a minute or two.
Inspect the db/data directory, and see that the directory for the day now contains .nt2 files.
Also, this might explain why the NT replay data server has been missing some L2 data.
data connection bounced at the start of each day, in order for it to start
recording into new data files for the day. This is supposed to be fixed in
version 7, but is actually only partly fixed. NinjaTrader 7.0.1000.2
automatically starts new files for L1 data each day, but does *not* do so for
L2 data, with the result that data seems to be recorded okay, but is later
found to be mysteriously missing L2.
This bug is consistently reproducible in version 7.0.1000.2, as follows:
(i) Start NinjaTrader recording data, and let it run past midnight. Inspect
the db/data directory, and see that a directory has been created for the new
day, but it contains only .ntm files, no .nt2 files.
(ii) Bounce (disconnect, then reconnect) the data connection, and wait a minute or two.
Inspect the db/data directory, and see that the directory for the day now contains .nt2 files.
Also, this might explain why the NT replay data server has been missing some L2 data.
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