Market Replay data

[lookOutBelow]

If I load in (for example) 6/3/2015 into a Market Replay connection. And, I'm viewing a futures product (ZB in my example) 1 minute chart with 24/7 Session template.

Then, if I jump ahead (with Market Replay slider) to 6:30am Pacific Time, the 1m chart is missing data from 21:00 hours till when the saved tick-by-tick data exists on 6/3/15 (in my case, I started recording data around 6:20am PT).

Is there a reason why I'm not seeing 1m data between 21:00 hours and 6:20am (when I started recording data) on the chart? I know I wouldn't be able to replay that time period tick-by-tick, but should I be seeing 1m data pulled from the brokers server?

If I look back to days prior to 6/3/15 on that 1m chart, I can see that there are no gaps in 1m data. The missing data only exists on the morning of the date entered into the Market Replay window.

Thanks

p.s. the only reason I care about this is that I'm testing a strategy with market replay, and I am using an indicator that needs that missing 1m data.

[NinjaTrader_CodyB]

Hello,
The data that backfills the charts when connected to Market Replay is historical data not Market Replay.
If you move the replay slider or the Go To feature it will make a request to back fill the chart using the historical data.
Does the data that you are missing appear in the historical data manager?
To view data in the Historical Data Manager you will go to Tools> Historical Data Manager> Edit

[lookOutBelow]

Hi Cody,

Yes, the data does exist in Historical Data Manager. And.. If I move the replay slider back and forth, that data (between 21:00 hours and 6:20am) is never loaded into the chart.

Hello,
The data that backfills the charts when connected to Market Replay is historical data not Market Replay.
If you move the replay slider or the Go To feature it will make a request to back fill the chart using the historical data.
Does the data that you are missing appear in the historical data manager?
To view data in the Historical Data Manager you will go to Tools> Historical Data Manager> Edit

[NinjaTrader_CodyB]

Hello,
What session template do you have on the chart?
Does the replay data show available during this time frame?

[lookOutBelow]

Session template is "Default 24/7". I'm not sure I know what you mean by replay data showing available? I can scroll through the replay data after 6:20am (when I started recording) if that is what you mean.

Thanks

Hello,
What session template do you have on the chart?
Does the replay data show available during this time frame?

[NinjaTrader_CodyB]

Hello,
If you right click on the Replay Slider > Select Available Data> Press The Plus next to your instrument you are viewing does it show available data between 21:00 and 6:20am?

[lookOutBelow]

Oh. Didn't even know about that.

L1 begin and L1 end says 7/13/2015 6:20:08am and 7/13/15 2:53:35pm on this instrument It shows nothing between 21:00 and 6:20.

[NinjaTrader_CodyB]

Hello,
Does the data playback correctly if you download the replay data?
You can download replay data by going to File> Utilities > Replay Data.
I have also provided a link on how to download replay data. https://www.youtube.com/watch?v=a4ITAvYaV78

[lookOutBelow]

Cody,

I downloaded the data for that same day, and now it works as you said it should.

Do you know why it didn't work with the data that I had recorded?

Thanks.

[NinjaTrader_CodyB]

Hello,
If your computer was not running and recording the data at that time it would not playback.
You can download data to fill in when your computer is not running and recording Market Replay.
If we can be of any other assistance please let us know.

[lookOutBelow]

Just so that we are both on the same page. The problem wasn't missing tick-by-tick recorded data. I'm not expecting to play it back if I didn't record it. The issue is the missing 1min historical chart data that did not fill in between 21:00 hours through whatever time I started recording the following morning.

That historical data doesn't show up in charts or available to a strategy as I thought it would even though it exists in Historical Data Manager.

Thanks.

[NinjaTrader_CodyB]

Hello,
Can you clarify if this matter was resolved by downloading the replay data or by downloading the historical data for the day?

[lookOutBelow]

Yes, when downloading the Market Replay data, all works fine. So, I can use that. However, Ideally, I'd like to record it. I don't know what kind of filters your Market Data goes through and I'd like to record live data, bad ticks and all so my logic can deal with it appropriately.

Thanks

[NinjaTrader_CodyB]

Hello,
Does this continue to behave this way when starting up without any open workspaces?


To troubleshoot the matter please use the following steps to launch NinjaTrader without any workspaces.
. You will have the option to reopen these after our tests.
* Shut down NinjaTrader
* Navigate to (My) Documents\NinjaTrader 7\workspaces
* Delete the file named "_Workspaces.XML".
* After deleting this file, restart NinjaTrader which should startup without any workspaces.
* Once NinjaTrader has started on just the control center, please open a few new chart and test for the issue.
*Please note this will not delete your workspace however the new blank workspace will be named Untitled1. If you have a workspace already named Untitled1 however you will not want to save the workspace when exiting NinjaTrader, otherwise it will overwrite it.

If there are no issues on this new workspace, please try opening the previous workspace by going to File--> Workspaces--> Open workspace.
Please let me know if the matter persists with the new workspace.

Please send me a screenshot of the available Minute Data for the day and instrument you are viewing.

[lookOutBelow]

Hi Cody.

Here is a screen grab of the issue. This is today's data. I started recording at 6:30am, but after starting up Market Replay after the equity close, I fast forwarded to 6:37:28am. You can see on the chart that data stopped last night at 2100 hours- even though I have a 24/7 session.