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Market Replay Issue

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    Market Replay Issue

    Hello

    I am trying to operate Market Replay for the first time.

    I have gone through the Market Replay data downloader and have downloaded data for the last couple of years on all of the available fx instruments.

    Now I am attempting to use Market Replay to go through the daily charts on the EURJPY. I have disconnected from all other connections and have connected to Market Replay Connection. I have also added EURJPY to the tradeable instruments in the Instrument Manager window.

    Then I have brought up a new chart of the EURJPY. When I press play on Market Replay, I see the dates and times moving on the Market Replay window, but nothing is happening in the chart. Prices are moving in the Dynamic DOM.

    I noticed that when I open a chart, the Y axis is only from 0 to 0.01. I would assume that this is why I am not seeing any chart movement happening.

    If it makes a difference, I am using NinjaTrader SE. My data provider is Interactive Brokers, but I am not sure that my data feed makes a difference in this issue.

    Could somebody please let me know how to fix this? I would like to do some initial testing of my strategy that I have been working to code in order to make sure that I have gotten all of the criteria written.

    Thank you for your help.

    #2
    Hello,

    Thank you for contacting us to report the issue.

    I would recommend that you start by downloading historical data for the period that you'll be replaying as you will need historical data to backfill charts. This can be accomplished by connecting to your data provider and loading charts of the periods which you will be replaying.

    After loading this data, please reconnect to replay. Charts should now display historical data. To ensure that the chart displays all available replay data I would recommend making the following change to the Session Template setting:
    • Right click in your chart and select Data Series.
    • In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.


    After making that change real-time data should also display in your charts.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Thank you

      I keep running into an error when I am downloading market data. I am attempting to download historical data.

      It says, "Error on reloading data: Interactive Brokers: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message: Historical data request pacing violation (Panic)."

      Even though the warning has told me to "Panic", I am choosing to stay calm....

      That being said, I did not even download a year's worth of data so I don't understand how I could be at a maximum allotment. And, I did not try more than twice to download the data, so I am not too sure how it could be a matter of "data request pacing".

      Could you please let me know what this is? If it is something that I need to talk to IB about, then that is fine, but if you could let me know exactly what is happening so that I can know what questions to ask them

      Thank you for your help.

      Comment


        #4
        Hello,

        Interactive Brokers limits the amount of historical data which you can request at once. You will need to wait five minutes and request a smaller chunk of data. Interactive Brokers support should be able to offer more information about the limitation itself and how much data is allowed in a five minute period.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Thank you

          I am still running into some issues - and here is what I have now:
          • I have backdata on my chart loaded from Interactive Brokers starting June 2011
          • Daily Chart
          • Dynamic DOM open
          • Starting replay from 1/1/2013
          • Connected to replay server


          The DOM is still working properly but the chart is not showing any movement. At least I am able to see the chart now - but no movement.

          Do you have an idea of how I can fix this?

          I have gone through the tutorial and I have watched a couple of youtube videos where people are using the market replay and it appears that I am doing everything exactly as they say.

          Thank you

          Comment


            #6
            Hello jg123,

            Please right click on the chart and select Data Series.

            Then in the Data Series window, check the End date setting. Is this set to the date you are replaying?

            In the Data Series window, what is Session template set to?
            Christopher S.NinjaTrader Customer Service

            Comment


              #7
              Oh, that might be the problem there.

              The End Date is set to 12/31/12. How do I change that? It is not giving me the opportunity to change it.

              The template is set to: Default 24/7

              Comment


                #8
                Hello jg123,

                You may want to try opening a new chart.

                I recommend closing the workspace prior to connecting to Market Replay. Then once connected to Market Replay, select the date you want to replay and open the workspace.
                Christopher S.NinjaTrader Customer Service

                Comment


                  #9
                  Hi There!

                  How do i sort out the replay data in the ''data'' folder by each instrument separately.By now,it`s all mixed up in one folder and it1s very uncomfortable!

                  Thanks

                  Comment


                    #10
                    Hello,

                    Beyond sorting by file name there are no other options to use within Windows.
                    KyleNinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_Kyle View Post
                      Hello,

                      Beyond sorting by file name there are no other options to use within Windows.

                      Hi Kyle,how do i do this?Can you bring an example please?

                      Comment


                        #12
                        Hello,

                        Please see the following link for specific instructions and an example: http://windows.microsoft.com/en-us/w...oup-your-files
                        KyleNinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_Kyle View Post
                          Hello,

                          Please see the following link for specific instructions and an example: http://windows.microsoft.com/en-us/w...oup-your-files
                          Are you kidding me or what??How do arrange THIS????????Where all the instrument are mixed up.And you are suggestin ]g to sort it out by date and name?
                          Attached Files

                          Comment


                            #14
                            Originally posted by cachevery View Post
                            Are you kidding me or what??How do arrange THIS????????Where all the instrument are mixed up.And you are suggestin ]g to sort it out by date and name?
                            Assuming you have Windows7, Did you read the document at all or even attempt it?

                            Comment


                              #15
                              Hello cachevery,

                              Based on the way that the files are held within the Documents > NinjaTrader 7 > DB > Data folder there are limitations to the ways that you can group files. There is no way to group all files from a specific instrument - everything starts by being sorted by date in the YYYYMMDD dated folders you've provided an image of. Within those folders are the replay files themselves. The files are named by instrument and could be arranged using that information.
                              KyleNinjaTrader Customer Service

                              Comment

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