• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

NetChange Column during Market Replay

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    NetChange Column during Market Replay

    Hi,

    I've searched the forum and cannot find any reference to this topic.

    I've noticed that when I use the Market Analyzer during a Market Replay session, the NetChange column has no values. The NetChange values display properly during a real-time Intraday session, but never during Market Replay.

    Is this expected behavior? And if so, why? I thought that Market Replay data includes prior session OHLC data that the NetChange calculation needs. If not, please straighten me out.

    Thx.

    #2
    Hello morpheus,

    Thanks for writing in.

    Market Replay data only records real time data for replay. The information isn't available in Market Replay for NetChange to be calculated.
    BrandonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Brandon View Post
      Hello morpheus,

      Thanks for writing in.

      Market Replay data only records real time data for replay. The information isn't available in Market Replay for NetChange to be calculated.
      Thx for the quick reply. Just to make sure I understand your response, I think this means that the real time data that Market Replay captures does not include session OHLC data. Is that correct?

      Comment


        #4
        Hello morpheus,

        Thanks for your reply.

        Market replay records each tick. This tick information is used to create OHLC for you bars. NetChange is calculated off the Open price listed in the Orders tab of the Control Center which is reported by the broker. Market Replay does not have this information.
        BrandonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Brandon View Post
          Hello morpheus,

          Thanks for your reply.

          Market replay records each tick. This tick information is used to create OHLC for you bars. NetChange is calculated off the Open price listed in the Orders tab of the Control Center which is reported by the broker. Market Replay does not have this information.
          Got it. Thanx so much!

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Bionian, Today, 02:46 PM
          2 responses
          6 views
          0 likes
          Last Post NinjaTrader_Jesse  
          Started by rwilliam, Today, 01:54 PM
          1 response
          9 views
          0 likes
          Last Post NinjaTrader_Jesse  
          Started by franco12364, Today, 11:27 AM
          1 response
          10 views
          0 likes
          Last Post NinjaTrader_PaulH  
          Started by YevhenShynkarenko, Today, 11:48 AM
          4 responses
          25 views
          0 likes
          Last Post NinjaTrader_ChrisL  
          Started by NinjaTrader_ChrisL, Today, 11:21 AM
          0 responses
          21 views
          0 likes
          Last Post NinjaTrader_ChrisL  
          Working...
          X