Market Replay

[bonnies]

Hello,

I have downloaded the market replay data for FDAX expiration contracts: 3-16, 6-16 and 9-16. When I connect to market replay I check the available data and there it is.

The problem is that I create a chart with the FDAX expiry contract 9-16 which is the actual contract and I request to load i.e 500 days in a 3 minute chart. Then I request the market replay to start replaying i.e at 4/03/16. The chart moves until the specified date but once play is pressed the chart doesn't move and the candles are not showing.
But if I go to any date which is within the contract from which the chart has been constructed i.e 30/08/16 the chart moves to that date and when the play is started the chart is moving and the candles are being showed.

I don't know how to have a FDAX chart where I can do the replay with the available data of all the expiry contracts that I have. I don't understand what is happening because in real time it is possible to load history from other past contracts and at the same time have real time of the current contract.

[NinjaTrader_ChrisSch]

Hello Bonnies,

Thank you for your note. I am happy to assist.

If you are wanting to do Market Replay for the FDAX, you would need to select the active contract for that date. Could I verify if you have tested using the correct contract month for the FDAX?

I have provided a link below to our YouTube that goes over Market Replay.

http://www.youtube.com/watch?v=cgB1y3df7l0&feature=youtu.be

To set up Market Replay you will first need to have data for Market Replay.

There are 2 ways of getting market data for Market Replay

Record live market data To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Data check Record for market replay and select OK Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

Download replay data from the NinjaTrader server NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.
Notes:

Record for market replay must be disabled from the Data tab of the Options menu before downloading replay data.
NOT available when connected to the Market Replay connection.
To download replay data:

Select the File menu in the Control Center, select the menu item Utilities and select Download Replay Data... The Download Replay Data window appears.
Select the instrument and date of the desired replay data and press the OK button to begin the download.
To start Market Replay first disconnect from any other connections. Connect to the Market replay by going to File> Connect> Market Replay

Select the time frame for the Market Replay Data you would like to view. NinjaTrader windows will only display data for instruments and times you have data available.

You can check what data you have available by right clicking on the Market Replay control and selecting Available data. Data will only be displayed within the selected time frame.

I have provided a link below to our Help Guide that goes over Market Replay.

http://www.ninjatrader.com/support/helpGuides/nt7/market_replay.htm

Thank you and please let us know if you have any further questions.

[bonnies]

As I said in my first post, market replay works when selecting the active contract for that date. But what I asked is if there is some way to work with market replay merging contracts. I mean the same behavior as when you work in real time with the current active contract and ninjatrader merges the data of previous contracts.
Does ninjatrader work different in real time than in market replay? Is it not capable in market replay to merge data as it does in real time?

[NinjaTrader_ChrisSch]

Hello bonnies,

Thank you for the reply.

The way MergeBackAdjusted works live or in replay is the same. Real-time bars will be built from the incoming data for that specified contract and historical data will be merged into that contract based on the rollover settings. You must select the contract that is active for the date selected in replay or the current date when trading live.

If, for example, you were to open an ES 06-17 chart with live data right now, there would be little to no real time data coming in as there is very low volume if any. When in replay or live you must select the correct front month for that time and rollover during the rollover date.

Thank you and please let us know if we may be of further assistance.

[bonnies]

Thank you for your reply.
But I am sorry to ask again. I don't get the point.

For example, now I am working in real time with the FDAX expiry 09-16 and as I have ask to have data since 1/1/2016 this means that it is merging historical data from FDAX contracts 03-16 and 06-16 and 09-16. So at this moment the active contract that I have on my chart is FDAX 09-16 and I can see historical data since 1/01/16 because as I said it is merging data contracts.
But if with the same chart I connect to market replay (and I can assure that I have the data of market replay downloaded for the three rollover contracts mentioned before, I have checked it ) and go back to i.e 02/09/16 market replay don't work. Only works if the date belongs to the actual rollover contract. What is wrong?

[NinjaTrader_Brandon]

Hello bonnies,
Thanks for your reply.
This is Brandon, the Technical Support Supervisor here responding on behalf of Chris.
You have stated that you have selected the contract that is currently active for today's date.
You will need to do the same thing in replay, you will need to select the contract that is active for the selected date.
If you were to select the ES 06-17 in your live chart for example, you will get real time 06-17 data. Since it is not the active contract, you will get little to no data. It is not going to play ES 09-16 real time data.
What you want to do is not possible. If continuous contracts were recorded for replay you would be able to use that continuous contracts for any date. What I will do for you is I will submit a request to provide continuous contracts for replay. At this time you must select the correct contract for the specified date.