Market Replay Data Incorrect

[molecool]

Hi guys - most recently I find that there are CONSIDERABLE differences between live/historical data and the one I download via market replay. Here's a good example:



As you can see they are not even close. This is via the same chart - all I did was to disconnect Kinetick, load the MR data and then start the MR connector.

Something's very wrong here.

Molecool

[NinjaTrader_JC]

Hello molecool,

Could you clarify what date that you are are looking at the $EURGBP?

Happy to be of further assistance.

[molecool]

Hello molecool,

Could you clarify what date that you are are looking at the $EURGBP?

Happy to be of further assistance.

It was 10/29 and 10/30 on a 60-min - just before it fell off the plate there...

[NinjaTrader_JC]

Hello molecool,

Thanks for the information but I cannot reproduce this on my end. Taking a closer look at this it looks like there is going to be a problem when the Sessions as I see at 15:00 the bars are completely off which looking at your chart is going to be the Start of a new session.

Do have your Market Replay Controller set to "From 10/29/2013" and "To 10/31/2013"?

If so, then you may want to make sure that your PC clock is synced by using the steps below, note to set the server to time.nist.gov.

You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.

Make sure to install all Windows updates and then restart NinjaTrader.

Let me know if the issue still persists.

[molecool]

Hello molecool,

Thanks for the information but I cannot reproduce this on my end. Taking a closer look at this it looks like there is going to be a problem when the Sessions as I see at 15:00 the bars are completely off which looking at your chart is going to be the Start of a new session.

Do have your Market Replay Controller set to "From 10/29/2013" and "To 10/31/2013"?

If so, then you may want to make sure that your PC clock is synced by using the steps below, note to set the server to time.nist.gov.

You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.

Make sure to install all Windows updates and then restart NinjaTrader.

Let me know if the issue still persists.

I think you're reaching there a little JC - there's nothing wrong with my clock settings. This is running in a VM and I just verified that the time was identical to the one on OS X (which is being synced properly).

Besides, why would it be accurate in live/historical mode and then broken in market replay? No, JC - I think this once again has something to do with the data implementation of NT7. FYI - I double checked that I was using the forex session template for both.

Any other ideas?

[NinjaTrader_JC]

Hello molecool,

The reason why I ask that is because I was trying to make sure that all of the Data is going to line up.

Do have your Market Replay Controller set to "From 10/29/2013" and "To 10/31/2013" so that all of the data on the chart is loading from Market Replay as I do not see this when I download these 3 days of data and plot them on a chart?

[molecool]

Hello molecool,

The reason why I ask that is because I was trying to make sure that all of the Data is going to line up.

Do have your Market Replay Controller set to "From 10/29/2013" and "To 10/31/2013" so that all of the data on the chart is loading from Market Replay as I do not see this when I download these 3 days of data and plot them on a chart?

Yes, I was only showing those two days in MR. And just because it's not happening on your end doesn't mean it's not broken on mine. It's been several days now and I still await instructions on how to address the situation.

[NinjaTrader_JC]

Hello molecool,

Can you let me know what time zone your computer is set to, and what session template you have your chart set to?

We can also schedule a remote session if you like to try to more quickly be able to look into what is going on if you send us a message to support [at] ninjatrader [dot] com with "Attn: JC" in the subject line.

Happy to be of further assistance.

[RichardHK]

Dear JC/other,

May or may not be related but today's Market Replay data download for the ES 12-13 contract is not there.

Trying to download "Nov 6" just gives me the previous day's data - finishing at midnight EST on the 5th.

Trying to download the 7th reports no data, as expected.

[NinjaTrader_JC]

Hello RichardHK,

Can you try to redownload the Market Replay Data for the ES 12-13 for 11/6/2013?

Also, can you make sure that your "From and To" date on the Replay Controller is going to include 11/6/2013?

Note that Market Replay data is going to be in Eastern Time, but NinjaTrader is going to use your Local PC Clock's timezone. For example if you Market Replay is going to be from 12:00 AM to 11:59 PM that day but if your Local PC clock is set to "Pacific Time" it will show from 11/5/2013 at 9:00 PM to 11/6/2013 at 8:59 PM.

Happy to be of further assistance.

[RichardHK]

Thanks JC. Yes, all Ok now and back to normal.

Best regards.
Richard

[molecool]

Still getting incorrect data

Basically every time I attempt to use Market Replay I get incorrect data. You guys have to help me fix this - it's extremely annoying.

[NinjaTrader_Kyle]

Hello molecool,

Please contact me by email at Support AT NinjaTrader DOT com and be sure to include a link to this forum thread in your message.