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Partner 728x90

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massive overages in replay

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    #16
    Hello Bobbybattles,

    Data is recorded to our market replay servers from a real-time data feed and is typically very reliable. However, it is possible for this data to become corrupt. We do our best to maintain the integrity of this data and reports from users help us do this.

    Are there specific days and instruments you would like to report as incorrect?
    Chelsea B.NinjaTrader Customer Service

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      #17
      I suppose I would like to report both of the screenshots I uploaded for CL. There are hundreds of overages between those 2 contracts.

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        #18
        Hello Bobbybattles,

        We will need to confirm the data for each day.

        Lets start with the first trade in the screenshot on April 12th at 5:00 PM.

        The entry time and exit time are both showing April 12th at 5:00 PM.

        May I I have a screenshot showing the tick ask and tick bid and the order showing on the chart, similar to what was provided in post #9?
        Chelsea B.NinjaTrader Customer Service

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          #19
          I have attached a screen shot of that. This is a 5 tick target strat. I will say, that the BIG overages do often seem to happen right on the 5 o clock mark.
          Attached Files

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            #20
            Hello Bobbybattles,

            To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

            Click here for instructions

            Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

            Click here for detailed instruction

            I am not able to see the ask or bid ticks in the picture you have provided. May I confirm this is a 1 tick ask and 1 tick bid chart similar to what was provided in post #9?

            May I have a screenshot without the drawing objects?

            I am wanting to see the ask and bid ticks to show a buy order is filling at the ask and a sell order is filling at the bid.
            With the picture you have provided in post #19, this does not provide this information as no ticks are visible on the chart.
            Chelsea B.NinjaTrader Customer Service

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              #21
              Originally posted by Bobbybattles View Post
              I have attached a screen shot of that. This is a 5 tick target strat. I will say, that the BIG overages do often seem to happen right on the 5 o clock mark.
              There is no market at 5:00pm. Don't make trades there. Someone else had an issue like this several years ago in Replay.

              https://www.cmegroup.com/trading/ene...fications.html

              CME Globex:
              Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)

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