Market replay BarsArray 1 not updating

[GKonheiser]

I have a problem with a strategy running on Market replay. I have a primary and a secondary bar series, 1 tick and 10 min. I have a print statement inside of OnBarUpadte and it confirms that My BarArray[1] , the 10 min bars , are not updating,

Output window:-

Current Bars[0] 44338 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44339 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44340 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44341 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44342 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44343 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44344 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44345 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44346 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44347 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44348 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44349 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44350 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44351 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44352 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44353 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44354 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44355 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44356 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44357 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44358 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44359 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44360 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44361 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44362 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44363 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44364 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44365 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44366 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44367 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44368 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44369 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44370 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44371 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44372 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44373 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44374 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44375 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44376 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44377 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44378 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44379 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44380 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44381 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44382 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44383 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44384 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44385 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44386 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44387 Current Bars[1] 0 BarsInProgress 0
Current Bars[0] 44388 Current Bars[1] 0 BarsInProgress 0

[NinjaTrader_ZacharyG]

Hello GKonheiser,

Thank you for writing in.

What is the CalculateOnBarClose property set to for your strategy?

If this property is set to true, then your secondary series (the 10 minute series) will not call OnBarUpdate() until it closes.

With this set to false, OnBarUpdate() for the secondary series will be called on every tick, but the value of CurrentBars[1] will not actually update until the bar closes.

For more information about CalculateOnBarClose, please take a look at this help guide link: https://ninjatrader.com/support/help...onbarclose.htm

[GKonheiser]

Hi Zac,

I am familiar with how bars are processed, and now again I have the issue where during market replay my BarsArray[1] (set to 10 min bars) are not getting processed at all. My primary bars are 1 tick

I am also running on CalculateOnBarClose == false; so it should be processing BarsArray[1] on each tick

[NinjaTrader_ZacharyG]

Hello GKonheiser,

Can you please provide a sample script that demonstrates this so I may test on my end?

[GKonheiser]

I have localized the issue to the data on 1st April from open to 11.30 it does not process the BarsArray[1] and form 1130 it starts processing. There is not logic to show , I just have a print statement as the first line of code after OnBarUpdate and the output is:

What would be causing this ?

CalculateOnBarClose False01/04/2016 11:04:46 CurrentBars[0] 20840 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:46 CurrentBars[0] 20841 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:47 CurrentBars[0] 20842 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20843 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20844 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20845 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20846 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:55 CurrentBars[0] 20847 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:55 CurrentBars[0] 20848 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20849 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20850 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20851 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20852 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20853 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20854 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:58 CurrentBars[0] 20855 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:02 CurrentBars[0] 20856 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:06 CurrentBars[0] 20857 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:11 CurrentBars[0] 20858 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:36 CurrentBars[0] 20859 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20860 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20861 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20862 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:44 CurrentBars[0] 20863 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20864 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20865 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20866 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20867 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20868 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20869 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20870 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20871 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20872 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20873 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20874 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20875 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20876 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20877 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:50 CurrentBars[0] 20878 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:53 CurrentBars[0] 20879 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:53 CurrentBars[0] 20880 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20881 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20882 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20883 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20884 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20885 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20886 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:04 CurrentBars[0] 20887 CurrentBars[1] 0CalculateOnBarClose False01/04/2016 11:04:46 CurrentBars[0] 20840 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:46 CurrentBars[0] 20841 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:47 CurrentBars[0] 20842 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20843 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20844 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20845 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:52 CurrentBars[0] 20846 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:55 CurrentBars[0] 20847 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:55 CurrentBars[0] 20848 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20849 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20850 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20851 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20852 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20853 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:57 CurrentBars[0] 20854 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:04:58 CurrentBars[0] 20855 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:02 CurrentBars[0] 20856 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:06 CurrentBars[0] 20857 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:11 CurrentBars[0] 20858 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:36 CurrentBars[0] 20859 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20860 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20861 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:39 CurrentBars[0] 20862 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:44 CurrentBars[0] 20863 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20864 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20865 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20866 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20867 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20868 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20869 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20870 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20871 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20872 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20873 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:47 CurrentBars[0] 20874 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20875 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20876 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:48 CurrentBars[0] 20877 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:50 CurrentBars[0] 20878 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:53 CurrentBars[0] 20879 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:53 CurrentBars[0] 20880 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20881 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20882 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:05:55 CurrentBars[0] 20883 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20884 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20885 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:03 CurrentBars[0] 20886 CurrentBars[1] 0
CalculateOnBarClose False01/04/2016 11:06:04 CurrentBars[0] 20887 CurrentBars[1] 0

[NinjaTrader_ZacharyG]

Hello GKonheiser,

Do you see this occurring only on one specific instrument? What instrument(s) do you see this on? Is this only occurring on Market Replay and not on a live data feed?

Is the secondary series you are using in your script a different instrument? If it's a different instrument, do you have replay data for that instrument during the specific time period you are replaying on?

[GKonheiser]

Im seeing it on FGBL 06-16 historical is fine. I will redownlaod the data and see if that fixes the issue

[GKonheiser]

OK so I have re downloaded the market replay data and it is still happening and I tested another day and same thing, even though the 10 min chart is updating, very frustrating

[NinjaTrader_ZacharyG]

Hello GKonheiser,

I would like to schedule a call with you.

Please send an email to platformsupport [at] ninjatrader [dot] com. In the email, please include a link to this forum thread.

[GKonheiser]

I am having the same results on another installation

[GKonheiser]

Hi Zac. I have just left the office so I will mail you over the weekend and we can do the call on Monday if that's ok ?

[NinjaTrader_ZacharyG]

Hello GKonheiser,

I will personally not be in the office on Monday.

If you wish to schedule the call for Monday, another representative will be able to assist on Monday.