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Market Replay Connection Problems

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    Market Replay Connection Problems

    Hi,

    I record Market Replay Data. However, it often is problematic, in that when I go to replay the data, it may not replay (at all, despite ntm files apparently being available and a large size), or some tickers may not replay, or some tickers may be missing crucial information (e.g. such as first tick of bar). Other times it records OK.

    I have tried deleting all the data from from the db/data directory but I still have problems. I have previously made much use of this feature, and am comfortable with it. Whilst I have always had these problems, things seem to be much worse on my new computer (i.e. unusable).

    Help!?

    #2
    Hello AntiMatter,

    Market Replay data is saved at the following location:

    C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7-->db-->data

    The "data" folder contains folders named per date which in turn contain .ntm and .nt2 files per instrument. If the file structure in the "data" folder is changed, it will cause issues. Please make sure the "data" folder only contains folders named per date and no other folders or files.

    What From and To dates are selected when you connect to the Market Replay. If you select a smaller date range, does behavior improve?

    Could it be you have workspaces loaded in the background when you connect to the Market Replay connection? Please go to Control Center-->File-->Workspaces and check what workspaces are listed below 'Save Workspace As'. The workspace with the checkmark is the workspace opened on your monitor. Any additional workspaces listed, are opened in the background.

    Please select a workspace without the checkmark. Subsequently, go to Control Center-->File-->Workspaces-->Close Workspace. Repeat this procedure until only 1 workspace is opened. Connect to the Market Replay and check if it will work.
    JasonNinjaTrader Customer Service

    Comment


      #3
      I have only ntm files, but no nt2 files?! Other than deleting all files, I have not changed this folder at all.

      Only selecting a small timeframe (e.g. 1 day) does not help.

      I did have one other workspace open, but closing it does not seem to help.

      Comment


        #4
        .nt2 files stored level 2 data. You likely do not receive level 2 data when you record Market Replay data.

        Try the following. Shut down NinjaTrader and navigate to the folder below.

        C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->workspaces

        Delete the _workspaces.xml file. This will not delete your workspaces, but ensures no workspaces will be opened on startup.

        Start NinjaTrader and connect to the Market Replay. Create one chart without indicators or add-ons and check if data is replayed as expected.
        JasonNinjaTrader Customer Service

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          #5
          No, still nothing.

          Comment


            #6
            Do you receive data if you select an instrument in the Control Center-->Orders-tab?

            Could it be you do not have Market Replay data available for the time that is replayed? You can check what Market Replay data you have available by right clicking the Market Replay control window and select 'Available Data'. Click the plus icon in front of the instrument in question to see the times you have data available. If you do not click the plus icon, it can seem you have data for all hours as per the start and end dates.
            JasonNinjaTrader Customer Service

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              #7
              OK.

              Taking SPY for example - I had a chart open and "Record for Market Replay" ticked in the settings. In the folder for e.g. db/data/20130603/, there is a file SPY.ntm which is 4.7Mb in size. So it appears that I have data recorded.

              However in the "Available Data" List, it states for SPY:
              L1 Begin 03/06/2013 21:00:04
              L1 End 03/06/2013 21:00:04

              Comment


                #8
                Can you please send me your entire db-->data folder so I can test it on my end. Right click this folder and select Send to-->Compressed (zipped) folder.

                Send me the .zip file using www.sendspace.com. Put 'Att Jason, Market Replay Connection Problems' in the subject header and send it to support[at]ninjatrader[dot]com.
                JasonNinjaTrader Customer Service

                Comment

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