Market Replay: Problems with loading data & indicators

[michelle99]

Hi there,

I've been told that Market Replay is a little buggy and so it needs to be used with little nuances here and there. I've tried each of the below scenarios on the FDAX but each does not work for me for differing reasons which I describe. What is frustrating is that I know this works for other people who have the same workspace / software / indicators. There must be something I am doing incorrectly although I cannot figure out what:

Market Replay Data Downloader:
FDAX downloaded days 2016/02/10 to 2016/03/16
As shown here: http://youtu.be/Le9OgMMOxkE?hd=1

Scenario #1: Close all workspaces first

1. I disconnect from Continuum
2. I close all workspaces except for untitled1.
3. I connect to market replay using a data range within my downloaded days
4. I open my FDAX workspace.. and wait, data gets loaded
5. PROBLEM: All my charts are grey without data
6. VIDEO RECORDING: http://youtu.be/d4a3rBbrtT8?hd=1

Scenario #2: Don't close my FDAX workspace

1. Have my FDAX workspace open connected to Continuum
2. Make special note of my "red and green rectangles" - these are the "SDVolumeZones" as shown in the indicator bar
3. Now, disconnect from continuum and connect to market replay
4. Choose 2 day period
5. PROBLEM: I loose my "SDVolumeZones" indicator
6. I try to add the indicator again, whilst it displays in text on the chart, the zones don't appear and it is not in the toolbar
7. VIDEO RECORDING: http://youtu.be/xUxTiSHQQic?hd=1

Could anyone please give me suggestions on how to get this working?

Thanks, Michelle

[NinjaTrader_Jason]

Hello Michelle,

Please note that historical data is not loaded from market replay data, but regular historical data you load from your data feed/broker. The Market Replay connection provides realtime data only.

So the 'Days to load' setting in the Data Series menu of the chart will not load market replay data, but historical data you have present in NinjaTrader. You can find all historical data you have present in NinjaTrader at Control Center-->Tools-->Historical Data Manager-->Edit-tab. If you are missing historical data, please connect to your data feed/broker and load the historical data you need. Likely there is no historical data present in NinjaTrader for the FDAX before 2/10/2016.

Could it be the indicator works on realtime data only? Please hit Play and leave it running for a while. Check if the indicator eventually appears.

[michelle99]

Hi Jason, thanks for your reply

So the 'Days to load' setting in the Data Series menu of the chart will not load market replay data, but historical data you have present in NinjaTrader. You can find all historical data you have present in NinjaTrader at Control Center-->Tools-->Historical Data Manager-->Edit-tab. If you are missing historical data, please connect to your data feed/broker and load the historical data you need. Likely there is no historical data present in NinjaTrader for the FDAX before 2/10/2016.

I went to Tools > Options > Historical Data Manager > Download... and downloaded all data from the 2016/01/01 to today.

Could it be the indicator works on realtime data only? Please hit Play and leave it running for a while. Check if the indicator eventually appears.

As mentioned in my post above, there are other people using the exact same software/indicators as I and can indeed get market replay to work for them. I've been told that it takes closing all workspaces before hand and selecting the playback dates first before then opening a workspace. I've done this and it does not work.

Here is a one minute video of what is happening now:

http://youtu.be/Le9OgMMOxkE?hd=1

NOTES FOR THIS VIDEO

• I've downloaded historical data from 2016/01/01 to today for the FDAX 03-16 contract
• I select a replay range of 2016/02/15 to 2016/02/26
• Although my charts have a look back period of 7 days, AND I now for sure have all historical data needed - - if I look on the chart - it only goes back to 2016/02/15 (instead of also loading 7 days prior)
• When I click replay the bars do go forward
• My SDVolume zones indicator is now in my tool bar. but I still don't see any zones

Any other suggestions?

[NinjaTrader_Jason]

The video shows the download of Market Replay data.

Try the following. Please shut down NinjaTrader and navigate to the location below.

Documents-->NinjaTrader 7-->db

Delete the cache folder that is within the db folder.

The cache folder is used to quickly load data in chart windows - the actual data is saved in the tick, minute and day folders. The first time you load data after deleting the db-->cache folder, it will take a little longer to load than usual. Once all data is loaded, it will load data quickly again.

Start NinjaTrader and make sure only 1 workspace is opened. Connect to the Market Replay and hit Play. Check if the indicator works as expected.

If the issue remains, I suggest to contact the creator/vendor of the indicator to troubleshoot the issue. I am not how this indicator functions or how it should be configured.

[michelle99]

Hi Jason, thanks for the reply. Just a quick note to let you know I got everything working. The key for me was to "Reload historical data". However these are the steps in their entirity:

1. Close all workspaces apart from "untitled1"
2. Connect to market replay (assuming all required data has been downloaded already)
3. Choose the exact dates I want to replay between (I chose 5 days)
4. Open appropriate workspace
5. Right click any chart which is not displaying as it should, click "Reload all historical data"

Although this process doesn't always work, it does sometimes.



Thanks
Michelle