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Question about replaying the data

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    Question about replaying the data

    I just downloaded some historical data for ES (for the first two weeks of Dec 2010). The challenge is when I replay the data I only see the clock ticking in the replay box but the data does not change. Should I be using the replaying the data some other way? I looked the video available in NT Help but it was very basic. Also, should I plot the strategy before or after I start replaying the data?

    Also, how far back in the past I can go for ES? Is there a list somewhere by instruments for the available past data?

    Appreciate any help or guidance you can provide. Thanks.

    #2
    Hello Pandyav,

    Thank you for your post.

    So I may investigate further please answer a few questions:
    What expiry have you chosen for the ES on your chart?
    Under Tools > Options > Data, what is your Merge Policy set to?

    You can plot your Strategy before or after you begin playback using Market Replay.

    There is no information on the availability of the Market Replay Data. NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.

    I look forward to assisting you further.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      PatrickH,
      Thank you for your help. I am using ES 12-10 as my instrument and merge police is set to MergeBackAdjusted.

      Comment


        #4
        Hi,

        When replaying - would you see data in a SuperDOM if ES 12-10 was selected?
        KyleNinjaTrader Customer Service

        Comment


          #5
          No, I don't see anything in SuperDOM either. Just to make sure I am doing this right.

          I disconnect NT from ZenFire first and I connect it to Market Replay Data.

          After that I am clicking on New > Chart/SuperDOM and selecting ES 12-10 as the instrument. I can see the chart loading but it does not replay any data.

          Comment


            #6
            Hi,

            Please select a single date in december, then re-download your data for that day and try replaying - does that day show data?
            KyleNinjaTrader Customer Service

            Comment


              #7
              No for some reason I don't see data if I do that.
              Here is what I am doing while I am connected to ZenFire.

              File > Utilities > Download Replay Data then
              Type = Future
              Name = ES 12-10
              Date = 12/13/2010
              And select L2 only

              Now I'll disconnect myself from ZenFire and connect to Market Replay Connection

              The challenge is I do not see 12/13/2010 in 'Available Data' box, and hence cannot replay any data.

              Am I doing something wrong? Appreciate your help.

              Comment


                #8
                Hi,

                You'll need to download Level I data for this date as well - it's level 1 data which makes up the actual price data.
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Kyle,I am doing market replays for e-mini and when I select date etc they all start with a huge move up or down and you have to wait till charts correct themselves to trade.
                  Also when you move arrow back to start it does the same thing,any suggestions
                  rcon62

                  Comment


                    #10
                    Hi rcon62,

                    Which instruments are you replaying? Also - which dates?
                    KyleNinjaTrader Customer Service

                    Comment


                      #11
                      Hello Support,

                      I will add to this thread since I'm experiencing the same problem & it already comes up when searching.

                      I know Market Data Replay works and I've seen it work and used it. I can get it to work but not consistently, first time out. I have to experiment with the sequence of doing things and then I don't understand why/how I got it to work, so I'm guessing the problem is the order in which I do something is incorrect or another simple answer like not waiting for data to download.

                      I read the Ver 7 Help Guide section for Market Replay. I'm trying to download & replay data from NT's servers. The instruments I want are available, ES, YM, 6E & DX. L1 & L2 data appear to be available.

                      Get Data from Server is checked. Record for Market Replay is not checked. Merge Policy is set to Merge Back Adusted. I have a 3rd data provider 'connect on startup', so I disconnect when NT loads.

                      {If I open a workspace connected to data provider, existing workspace charts end date is current day. A new chart end date is current day.}

                      Open a workspace, either connected or not connected to data provider, then Utilities - Download Replay Data. L1 & L2 checked, select last trading day, in this case 1/13/2012, I can see the data download, lower right, Control Center.

                      If connected, disconnect from data provider, connect to Market Replay Connection = green. The Replay Conrol appears and the From date is 12/6/2011 and the To date is 1/14/2012. The charts reloaded and in this case the charts display an end of 12/5
                      Data Series end date is greyed out at 12/5/2011

                      Move Replay Control From date to 1/13/2012, charts reload and now chart end date is 1/12. Data Series end day is greyed out at 1/12/2012.

                      'Play' in either case, when chart end date was 12/5 or 1/12, Replay Control time is moving but charts are not.

                      If I move the Replay Control slider time forward, when the chart end date was 1/12, charts reload and now data replays. Data Series end date got updated to 1/13/2012.

                      If I change the date and let the data and charts update, the charts will reoad and play.
                      (I have a hunch that my problem is here, not waiting long enough for data to download and having no indication that it is/is not downloading or updating)

                      If I moved the slider when the charts first appeared with 12/5 end date, nothing happened if slider was moved. Is it because I didn't give it enough time to download the needed data for that day (or perhaps that data was no longer available?)

                      If I disconnect from Market Replay Connection and reconnect and try to pick up where I left off, nothing happens again and I have to start all over to figure out how to get it to work again. Connecting, disconnecting, closing, reopening, etc.

                      What am I initially doing wrong? Or is this the correct operation?

                      Thanks


                      I also have another question that I'm not seeing multi instrument charts in the same workspace playing when Replay is working and I'll wait for a response first. Again, I'm probably doing something wrong and we'll fix that first.
                      Last edited by florida99; 01-15-2012, 07:20 AM.

                      Comment


                        #12
                        I used now Market Replay for the this day and previous day, but is it moving only the last candle, No candles follow. DOM is moving. I use Record for market replay (Tools->Options->Data (checkmark)).

                        A few days before, I used historical data from downloads, but other period.

                        Comment


                          #13
                          Hello florida99 and enuxx,

                          Thank you both for your posts.

                          Please send a note to support[at]ninjatrader[dot]com with "ATTN: Patrick" in the subject line and a reference to this thread: http://www.ninjatrader.com/support/f...606#post270606

                          Please send the following information in your e-mail body to support[at]ninjatrader[dot]com:
                          • A phone number where you can be reached
                          • A time window where I can call you (please include a time zone)
                          • Launch our remote support application from the following link, http://www.ninjatrader.com/remotesupport. Once launched, the application will provide you with an ID# and password. I will need these from you once I have you on the phone.

                          I look forward to assisting you both further.
                          Patrick H.NinjaTrader Customer Service

                          Comment


                            #14
                            Thank you Patrick

                            Comment


                              #15
                              Kyle,
                              I am having problems with my Market Replay.
                              When I hit replay, the clock on the replay control is updating but the chart is not updating bars.
                              I am replaying EURUSD forex.
                              My "Utilities->Download replay data ..." is grayed out when the Replay control is open.
                              If I right-cllick on the control I see that there is available data. If I move the slider, the chart updates correctly. The trace file appears to show connection connected.
                              Any thoughts appreciated.

                              Comment

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