Question about historical data

[nepenthean]

Hello. Thanks in advance.


1) Under data tab if I check 'Save chart data as historical' NT will save L1 data as historical?


2) If I check 'Record for market replay' NT will save L2 and L1 for market replay?


3) Is there a way to tell NT to stop recording live data for market replay without manually unchecking this box? In other words is there a timer?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

1.) Yes, level 1 data would be retained with this setting. Level 2 data is collected as well if available and displayed.

2.) Both level 1 and 2 data are saved if displayed.

3.) Unchecking the box or closing all windows where data is displayed would be the only options which could be used to terminate replay data recording.

If other questions come up which I could assist with please let me know.

[nepenthean]

Another question if I may...

Market replay shows I have 9/11/13 and 9/12/13 data downloaded via 'Available Data'. But when I start MR and set the trade date to 9/12/13, the RTH session for 9/11 is missing and only the OVN session is charted. I had both RTH and the OVN sessions displayed for trade dates 9/9 and /10. I did not change the session template.

If I set MR to start on 9/11/13 during RTH and let it run at 500x to 9/12 RTH it will display correctly.

Please advise.

[NinjaTrader_Kyle]

Hello,

Please disconnect from Market Replay then connect to your standard real-time and historical data provider to load a chart which incldues data for the period which you will be replaying. After loading this historical data please reconnect to Market Replay and you should find all necessary data available.

[nepenthean]

Hello,

Please disconnect from Market Replay then connect to your standard real-time and historical data provider to load a chart which incldues data for the period which you will be replaying. After loading this historical data please reconnect to Market Replay and you should find all necessary data available.

I appreciate the prompt reply.

I did as instructed and connected to continuum, opened a chart with the time period in question, then reconnected to MR but no difference.

If the data is available as confirmed by 'Available Data', why is it not displayed?

[NinjaTrader_Kyle]

Hello,

Please contact me at Support AT NinjaTrader DOT com. In the message, please include a link to this forum thread.

[nepenthean]

After connecting to continuum and reconnecting to market replay, I now only have the OVN session from 911/13-9/12/13 and the RTH session from 9/12/13 displayed, although NT shows 9/9/13-9/12/13 available.

No change in session template or anything else. Days to load is 9. If NT shows this data is available, why does it not display on a chart?

Please advise.

[NinjaTrader_RyanL]

Hello nepenthean,


Thank you for the follow up.


After connecting to Market Replay, right mouse click on the Market Replay controller > Go to > Specify the date you want to load on the chart and then click the "play" button to begin playing back from this time.

Are the bars building on the chart when playing back the data in Market Replay? If not, you may need to reset your instruments and re-test:


When you perform an instrument reset, the following actions will occur:

• User added instruments will not be affected.
• Any changes you have made to the original instrument settings will be reset
• Any changed symbol mappings will be reset including changes made for use with the Automated Trading Interface.

• Disconnect from any data providers.
• Control Center > Tools > Options...
• Data tab > Reset Instruments
• Restart NinjaTrader

[nepenthean]

Hello nepenthean,


Thank you for the follow up.


After connecting to Market Replay, right mouse click on the Market Replay controller > Go to > Specify the date you want to load on the chart and then click the "play" button to begin playing back from this time.

Are the bars building on the chart when playing back the data in Market Replay? If not, you may need to reset your instruments and re-test:


When you perform an instrument reset, the following actions will occur:

• User added instruments will not be affected.
• Any changes you have made to the original instrument settings will be reset
• Any changed symbol mappings will be reset including changes made for use with the Automated Trading Interface.

• Disconnect from any data providers.
• Control Center > Tools > Options...
• Data tab > Reset Instruments
• Restart NinjaTrader

yes, the bars build when MR is started. The issue is the data from 9/9/13 - 9/12/13, which I have already downloaded, is not displayed on the chart when I replay 9/12/13.

[NinjaTrader_Jason]

Hello nepenthean,

Did you click the plus icon in front of the instrument in question in the 'Available Data' window? If you do not click the plus icon, it can seem you have all data available between the From and To dates.

If the issue remains, please tell me what instrument you are trying to replay.

[nepenthean]

Hello nepenthean,

Did you click the plus icon in front of the instrument in question in the 'Available Data' window? If you do not click the plus icon, it can seem you have all data available between the From and To dates.

If the issue remains, please tell me what instrument you are trying to replay.

Yes, I did expand the '+'. I have all L1 and L2 data from 9pm 9/8/13 to 9/12/13.

ZN 12/13 contract

[NinjaTrader_Jason]

Hello nepenthean,

Thank you for clarifying.

I downloaded these days for the ZN 12-13 and data is replayed as expected on my end. What start date/time is used in your setup? Market replay data is being received onward in the chart. Historical data is not the same as market replay data.

If you create the chart with a start date of 9/11/2013, then the prior days (Days to load) will be loaded as regular historical data and not market replay data. Can you please set the From date to 9/9/2013, create a new chart and then hit the Play button. Check if the chart will now replay all data you have available.

[nepenthean]

Hello nepenthean,

Thank you for clarifying.

I downloaded these days for the ZN 12-13 and data is replayed as expected on my end. What start date/time is used in your setup? Market replay data is being received onward in the chart. Historical data is not the same as market replay data.

If you create the chart with a start date of 9/11/2013, then the prior days (Days to load) will be loaded as regular historical data and not market replay data. Can you please set the From date to 9/9/2013, create a new chart and then hit the Play button. Check if the chart will now replay all data you have available.

Yes, if the start date is 9/9/13, it will replay the data available. However, what I showed Kyle when he logged onto my computer remotely is when I set MR to start at 9/9/13 and end on 9/12/13 at 700am PST, I only have the OVN session from 9/11/13 until 700am PST 9/12/13. There is NO DISPLAYED DATA for 9/9/13-9/11/13 RTH close for ZN 12/13.

Kyle agreed the expectation is to have these days displayed. I am still waiting for a resolution to this issue. If the MR data is confirmed available and I set MR to 9/9/13 - 9/12/13 to end at RTH close on 9/12/13 then ALL those days should be displayed. They are not.


Additionally, I downloaded MR data for ZN 3/14 1/8/14 and 1/9/14. I played through 1/8/14 and forwarded MR to RTH open 1/9/14, but MR is omitting data from RTH close 1/7/14 to 12am PST 1/9/14! I even connected to my data provider and then reconnected to MR, but there was no change.

I never had these issues with previous NT versions.

[NinjaTrader_Jason]

Hello nepenthean,

How do you set the time for the To date? You can only select the dates in the From and To fields.

What do you have listed for 'End date' in the Data Series menu of the chart? Data before this date is not loaded from your Market Replay data, but from regular historical data. Could it be your regular historical data is missing 9/9 and 9/10?

Please create a ZN 12-13 chart while connected to your data feed and load all historical data for the period in question. Subsequently check if you see all data when connected to the Market Replay.

What session template do you have selected in the ZN 03-14 chart? Please select the 'Default 24/7' session template and check if all Market Replay data is replayed.