RTH-only chart when using market replay

[rick86]

I've downloaded data from June 2011 for the ES 06-11 contract and am trying to use an RTH chart in market replay. The problem is that I can't get the chart to only display RTH, it always has the overnight bars as well.

In data series window I selected CME US Index Futures RTH for the session template and it still displayed the overnight data. Then I created a custom session template but still no help.

Any idea if I can create charts using replay data that only display RTH?

Thanks

[NinjaTrader_AdamP]

rick,

Is this a daily chart? Generally session template would limit this unless its a daily chart. If you want to use your session template on a daily chart I would suggest using 1440 minute candlesticks.

[rick86]

Sorry, I should have specified that. No, I'm using a 5 minute chart and want the last bars of the previous day's RTH to lead up to the open of the current day so I can see the gap.

[NinjaTrader_AdamP]

rick,

Thanks for clarification.

What instruments are you trading? Are they all based on the CME exchange?

[rick86]

Only the ES

[NinjaTrader_AdamP]

rick,

Please try setting your PC clock to your proper time zone as well as syncing to NIST. To set your time zone, you can click your PC clock, you can click your clock in the lower right, and go to "Change time settings" or similar.

Sync PC Clock to NIST Atomic Clock : http://www.nist.gov/pml/div688/grp40/its.cfm

This may help any time inconsistencies as far as related to a mismatch to session templates. However, a session template set to RTH should be limiting the data you see to only RTH hours. If you are still seeing ETH hours I suspect either incorrect PC clock settings or perhaps your session template was changed.

[rick86]

I changed the settings in the instrument manager and now the market replay chart displays RTH but the problem is, when I start the replay at the beginning of the session, I can't see the previous day's bars....only a blank white chart. I've made sure that my time range on the replay control thing includes the previous day but can't get the bars to appear.

[NinjaTrader_Jason]

Hello rick86,

Can you please right click the Market Replay control window and select 'Available Data'. Click the plus icon in front of the ES. Check if you have Market Replay data present for the day before as per the RTH hours.

Does it work if you pause the Market Replay connection and you slide back to the previous day and subsequently you start the Market Replay connection again?

[rick86]

I'm not sure what I did but it's working fine now. Thanks for your help!

[rick86]

Well, now I've got the same problem.

I downloaded yesterday's data (6/4) and today's data (6/5) for ES 6-12. I've set the instrument manager to CME RTH for the session setting for ES. I start market replay and set the "go to" start time to 0630 PT on the 5th (today) and the playback starts correctly but there is nothing but white to the left of the current bar that is forming. Shouldn't I have the RTH bars from yesterday the 4th?

I right clicked and selected "available data", click the plus sign and verified that I do have data from 2100 PT on 6/3 (which is midnight ET of the 4th) through 6/5 1602 PT (which is when I downloaded the data).

Any ideas? Thanks

[NinjaTrader_Jason]

Could it be you are not using 6/4 as From date?

What happens if you pause the connection again and you slide back in time to 6/4?

[rick86]

No, I am using 6/4 as the from date.

When I slide the slider back into the 6/4 RTH, I see the bars from 6/4 on the chart. I can slide the slider to several hours after the 6/4 close and the RTH bars from 6/4 remain on the chart...but when I go past about 2200 pt on 6/4, the bars from 6/4 disappear and I have a blank chart. When I continue moving the slider to the right into the 6/5 RTH, the bars from 6/5 appear but no bars from 6/4, just white space to the left of the 6/5 bars.

[NinjaTrader_Jason]

When I test it on my end, I cannot reproduce it. Price bars of 6/4 do not disappear no matter what I try so far.

Are you able to reproduce the issue after a restart of NinjaTrader?

Does it make a difference if you close the current chart and you open up a new chart. Check if using a different workspace makes a difference as well.

[rick86]

I tried opening a new chart and no help. I then tried opening a new workspace and still no help. I've shut down Ninja several times so I know that won't help.

I just downloaded today's data (6/6) for ES 6-12. So now I have 6/1, 6/4, 6/5 and 6/6. I've verified that I actually have the data by opening the individual folders in the data folder and I have good .ntm files of around 10-15 mb's.

I set the replay control to from 6/3 to 6/6. I can slide the slider to a time within the RTH for each of the 3 days (4th, 5th and 6th) and see the bars, but in each case there are no bars to the left of the open for that day. I've also verified that I have the data by right clicking and selecting "available data" and clicking on the plus sign.

The weird thing is, I have also downloaded data for the ES 6-11 contract and it works perfectly for June 2011 trading days. I select a period of 3 or 4 days on the replay control, and when I move the slider to a time within the RTH, it shows the previous day's bars to the left of the current day's bars and I can see the opening gap.

[rick86]

Here's a little bit more info that may shed some light:

I'm having the same problem with NQ as with ES.

Also, when I move the slider to a time that is after the close, the bars stay on the chart until I move the slider past about 2200 pt....at that point all the bars disappear and I have a completely blank chart. And this happens for NQ and ES. Don't know if that helps or not.