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    Market Replay Issues

    NT: 7.0.1000.10

    I have a strange issue with Market Replay.
    (1) Did a "Download Replay Data" for NQ 09-12 including L1 & L2 for 7/23/2012
    (2) Connect to Market Replay.
    (3) Do a "Go To" 9:30 AM.
    (4) The DOM sometimes does not show any data in the "Buy" column. At other times it is scattered in different rows. The "Sell" column is the same. Both the "Buy" and "Sell" does not refresh. Once data is "printed" in the row it stays. Normally there are a fixed number of colums above/below the price as it moves up and down the ladder.
    (5) From 9:30:19 to 9:30:57 both the DOM & T&S show no activity which is hard to believe. See the 3&4.BMP which shows the begin and end of that period.
    (5) The Time & Sales seems to be correct (except for no activity period) as it shows both buying and selling.
    (6) See the attached .BMP files

    Note: I tried attaching the .BMP files but all I get is "Uploading files - Please wait" so gave up.

    #2
    Like in the first post?





    Originally posted by Romulan View Post
    NT: 7.0.1000.10

    I have a strange issue with Market Replay.
    (1) Did a "Download Replay Data" for NQ 09-12 including L1 & L2 for 7/23/2012
    (2) Connect to Market Replay.
    (3) Do a "Go To" 9:30 AM.
    (4) The DOM sometimes does not show any data in the "Buy" column. At other times it is scattered in different rows. The "Sell" column is the same. Both the "Buy" and "Sell" does not refresh. Once data is "printed" in the row it stays. Normally there are a fixed number of colums above/below the price as it moves up and down the ladder.
    (5) From 9:30:19 to 9:30:57 both the DOM & T&S show no activity which is hard to believe. See the 3&4.BMP which shows the begin and end of that period.
    (5) The Time & Sales seems to be correct (except for no activity period) as it shows both buying and selling.
    (6) See the attached .BMP files

    Note: I tried attaching the .BMP files but all I get is "Uploading files - Please wait" so gave up.

    Comment


      #3
      Yes, looks similar. This has been going on since 12/2011??!! Also, I deleted all old Market Replay data and did a fresh download of NQ 09-12 from 7/23/2012 thru 7/28/2012 BEFORE submitting this issue.

      I use Zenfire.

      Comment


        #4
        Hello,

        Thanks for the post and the report.

        I have forwarded it to the server team.

        We did some maintenance this weekend on the server as we had similar reports of this last week.

        I would be interested to know if you run into this issue this week on the market replay data after the maintenance.

        Note: Any corrupted data already recorded will not be replaced, it is the replay data from today on that I would want to know if you have issue with.

        Thanks in Advance.

        -Brett

        Comment


          #5
          (1) I deleted my previous downloads.
          (2) I download the NQ 09-12 and the ES 09-12 for 7/23/2012.
          (3) Connected to Market Replay and did a Go To 9:30AM
          (3) I still get the same results. Data is left on the ladder. There are pauses in the data where no ticks appear for 30 or more seconds. Seems like nothing on the buy side except data left over from way above the current price. The Sell side of the ladder is almost full of data. Same results for ES and NQ.

          Comment


            #6
            Hello,

            Correct this would not resolve previous corrupted replay data however we are watching the servers to see if there is any more issue moving forward from today.

            -Brett

            Comment


              #7
              I downloaded the NQ 09-12 data for 7/30/2012 and it appears to be OK now.

              I assume that any data prior to 7/30/2012 is still corrupt and will not be corrected??

              Comment


                #8
                This is correct. Thanks for reporting on yesterday.

                Comment

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