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ES Replay data Nov 30 onwards

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    ES Replay data Nov 30 onwards

    Hello,

    While running ES 12-11 in replay mode starting 11/30/2011 at 7:01 am CST the BID and ASK L2 data is not moving with the last price. There was a huge spike (10+ points) in a very few seconds and since then the BID data is moving with last price but the ASK data is stuck way below like 15 points.

    All downloaded data since then only shows BID L2 data moving with the last price not the ASK data.

    I have deleted replay data from db folder since 11/30 onwards and downloaded it several times but the issue seems to remain. Market replay works perfectly fine until 11/29.

    Thanks.

    #2
    Hi,

    Thanks for your post.

    Please send a note to Support [AT] NinjaTrader [DOT] com with a link to this thread and a copy of today's trace file.

    You will find the file in the Documents > NinjaTrader 7 > Trace folder.
    The file I need would be named 'trace.20111208.txt'.
    KyleNinjaTrader Customer Service

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      #3
      Just had this same problem with the es data, has there been any fix? Thanks.

      Comment


        #4
        Hello PSano,

        While NinjaTrader is closed, please go to (My) Documents-->NinjaTrader 7-->db-->data. This folder contans all Market Replay data. Please open the folder for the date in question. Delete the file for the instrument in question.

        Start NinjaTrader and download new market replay data at Control Center-->File-->Utilities-->Download Replay Data. Subsequently, check if data is replayed as expected. If not, please tell me what specific instrument and time does not replay data properly.
        JasonNinjaTrader Customer Service

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          #5
          I was told last week by Ryan at NinjaTrader that there were data issues with ES replay data starting 11/30. This issue persisted for another 4 to 5 days and was suppose to be fixed last week.

          Comment


            #6
            Hello unjha,

            Am I correct you still experience the issue?

            Are you downloading data for the ES 12-11 or ES 03-12 for 11/30 - 12/5?
            JasonNinjaTrader Customer Service

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              #7
              Yes the issue remains.

              I downloaded 11/30 data for ES 12-11 and it has the L2 data issue.

              Did you try it at your end?

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                #8
                I tested it on my end and it loads Level II data for the ES 12-11 as per 11/30/2011. My PC clock is set to MST - Market Replay data is downloaded as per EST.

                What happens when you try it on your end?
                Attached Files
                JasonNinjaTrader Customer Service

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                  #9
                  Jason,

                  Market replay for 11/30/2011 freezes at 7:00:12 for 10 seconds, starts replaying again at 7:00:22, and since then the ASK L2 data is stuck and does not move with the Last Price.
                  Time is in CST.

                  Please check with Ryan as he is aware of this issue I believe.

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                    #10
                    unjha,

                    I am able to replicate your report for this date and time. Development is aware of these reports and are looking into it further.
                    MatthewNinjaTrader Product Management

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