market replay

[nepenthean]

MR is having issues.

If I download it from your servers, the trades do not keep pace with the inside market movement, CL and ZN. If I record live data and then play it through MR bid/ask are like 15 levels away from the last trade.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

So that I may test here, please answer the following questions:
Which expiry of CL/ZN is used?
Which date are you playing back?
At what time in the recording does the issue occur?
Which timezone does your PC use?

[nepenthean]

Hello,

Thank you for your post.

So that I may test here, please answer the following questions:
Which expiry of CL/ZN is used?
Which date are you playing back?
At what time in the recording does the issue occur?
Which timezone does your PC use?

ZN 3-16 contract
Date: 1/29/16
7 33am Chicago Time
My time zone is Arizona time

Attached is an image of what I see.

[NinjaTrader_Kyle]

Hello nepenthean,

Thank you for getting back to me.

Based on the information which you have provided I would recommend that you delete the existing replay data set for 1/29/2016 and rename NinjaTrader's database. After doing so, please download a new copy of the ZN 03-16 data for 1/29/2016 via the File > Utilities > Download Replay data menu and check for depth again.

To delete 1/29/2016 replay data:

• Shut NinjaTrader down then open the Documents > NinjaTrader 7 > DB > Data folder.
• Delete the folder named 20160129

Next, please rename the NinjaTrader database by following the steps listed below. Doing so will cause NinjaTrader to create a new database on start up. Because of this, ATM strategy templates, custom session templates, custom instruments and instrument lists will need to be recreated. NinjaTrader's records of historical orders and executions will not be available in the new database however these records will be retained within the file which you are renaming.

To rename the database:

* Shutdown NinjaTrader.
* Open the Documents > NinjaTrader 7 > DB folder.
* Right click on NinjaTrader.sdf and select "Rename." *
* Rename the file 'OLDNinjaTrader.sdf'.
* Finally, restart NinjaTrader.

[nepenthean]

Thank you Kyle for your work.

1) Will my workspaces remain intact?

2) Will my indicators for each chart within each workspace remain unaltered?

3) Will this fix market replay discrepancies for other dates too?

4) Did you replicate the same discrepancy on your machine?

[NinjaTrader_Kyle]

Hello,

1.) Yes, workspaces will remain intact.
2.) No changes to indicators are expected.
3.) Yes, this process should resolve any issue of this nature with Market Replay.
4.) No, this is not something which I can recreate.

[nepenthean]

You wrote: "Because of this, ATM strategy templates, custom session templates, custom instruments and instrument lists will need to be recreated. NinjaTrader's records of historical orders and executions will not be available in the new database however these records will be retained within the file which you are renaming."

Wow. This seems rather drastic to fix a MR issue. I am disappointed there is not a simpler fix.