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Market Replay Problem - NT 8

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    Market Replay Problem - NT 8

    I'm having an issue replaying some downloaded Futures data for 2018. Specifically the E-mini S&P contracts 03-18, 06-18, 09-18. I can open a chart and see the data but when trying to replay the data the chart does not move (does not display new bars). If i do "Show available data" in the replay window under Market Replay i do not see the instruments i imported. Is there an extra step i missed. Here's what i did:

    1. Tools >> Import >> Historical Data
    2. Format = Ninjatrader (end of bar timestamps) , Data Type = Last, Time Zone = -0600 Central US
    3. Checked Generate Minute and Generate Day check boxes
    4. Click import data
    5. Received response the data was successfully imported.

    I also had to create the instrument by doing
    1. Tools >> Instrument List
    2. Select Futures on the left side
    3. Add ... and added "ES 03-18", "ES 06-18", "ES 09-18"

    Did i miss something ... i've read the help guide multiple times.

    Thanks,

    #2
    Originally posted by bc24fl View Post
    I'm having an issue replaying some downloaded Futures data for 2018. Specifically the E-mini S&P contracts 03-18, 06-18, 09-18. I can open a chart and see the data but when trying to replay the data the chart does not move (does not display new bars). If i do "Show available data" in the replay window under Market Replay i do not see the instruments i imported. Is there an extra step i missed. Here's what i did:

    1. Tools >> Import >> Historical Data
    2. Format = Ninjatrader (end of bar timestamps) , Data Type = Last, Time Zone = -0600 Central US
    3. Checked Generate Minute and Generate Day check boxes
    4. Click import data
    5. Received response the data was successfully imported.

    I also had to create the instrument by doing
    1. Tools >> Instrument List
    2. Select Futures on the left side
    3. Add ... and added "ES 03-18", "ES 06-18", "ES 09-18"

    Did i miss something ... i've read the help guide multiple times.

    Thanks,
    I forgot to mention i'm importing tick data and it is in the following format (below is just a sample size).

    20180309 094447 5040000;2772.00;1
    20180309 094447 5040000;2772.00;1
    20180309 094447 5040000;2772.00;1
    20180309 094447 5080000;2772.00;3
    20180309 094447 5080000;2772.00;1
    20180309 094447 5080000;2772.00;11
    20180309 094447 5080000;2772.00;2

    Comment


      #3
      Hello bc24fl,

      Thanks for the post.

      The first thing you should check is that you enabled "Historical" and not "Market Replay" on the replay controller.

      NinjaTrader 8 will automatically keep the ES contract up to date. All you need to do to pull up any ES contract is type it into the chart. Please remove the custom ES contracts and search for "ES" in the instrument manager, the futures instrument should show up and you can see the rollovers at the bottom. If you continue to have trouble, could you either post or email to platformsupport[at]ninjatrader[dot]com the historical data file that you are trying to import so I can test it?

      I look forward to hearing of your results.
      Chris L.NinjaTrader Customer Service

      Comment


        #4
        Sorry not sure i understand. Why historical vs market replay. My ultimate goal is to test my strategies so dont i need to import market replay?

        Comment


          #5
          Hello bc24fl,

          Thanks for the reply.

          NinjaTrader has the ability to replay both historical data and market replay data. There is a distinct difference between the two. Market replay data has a special format that allows for accurate tick by tick replay with the replay connection only. Historical data replay will only use the open, high, low, and close of a bar to replay data. If you backtest through the Playback connection in NinjaTrader, I would recommend downloading market replay data from tools>Historical data>Load>Download replay data and running your strategies on a chart. If you want to backtest with imported historical data I would recommend using the Strategy Analyzer to run back-tests quickly. Were you able to get the historical data imported? If you could provide the file you are using I will test it on my end.

          I look forward to your reply.
          Chris L.NinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_ChrisL View Post
            Hello bc24fl,

            Thanks for the reply.

            NinjaTrader has the ability to replay both historical data and market replay data. There is a distinct difference between the two. Market replay data has a special format that allows for accurate tick by tick replay with the replay connection only. Historical data replay will only use the open, high, low, and close of a bar to replay data. If you backtest through the Playback connection in NinjaTrader, I would recommend downloading market replay data from tools>Historical data>Load>Download replay data and running your strategies on a chart. If you want to backtest with imported historical data I would recommend using the Strategy Analyzer to run back-tests quickly. Were you able to get the historical data imported? If you could provide the file you are using I will test it on my end.

            I look forward to your reply.
            I'm using ATM Strategies in my strategy
            ie: ( AtmStrategyCreate(OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, atmStrategyOrderId, "MY-STRAT", atmStrategyId, (atmCallbackErrorCode, atmCallbackId) )

            So strategy analyzer will not work. My request is simple. I need 1 year of market replay data to effectively test my strategy. I have 3 months from NT but will not allow me to go back further. I send you a link to the download (in the subject i put my username).
            Last edited by bc24fl; 02-07-2019, 08:45 AM.

            Comment


              #7
              Hello bc24fl,

              Thanks for the reply.

              That is correct, only market replay can be used to backtest a strategy that uses ATM's. Were you going to send an email to our support address? I never received an email yesterday. Be sure to put the link to this forum thread in the body or subject.

              I look forward to your reply.
              Chris L.NinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_ChrisL View Post
                Hello bc24fl,

                Thanks for the reply.

                That is correct, only market replay can be used to backtest a strategy that uses ATM's. Were you going to send an email to our support address? I never received an email yesterday. Be sure to put the link to this forum thread in the body or subject.

                I look forward to your reply.

                Ok i sent it again to the email you mentioned in the above post. This time i put the link in the body ie( https://ninjatrader.com/support/foru...y-problem-nt-8 ) . I received the following response back:

                Re: Re: Please see my data from user bc24fl {2075518}

                I guess the 2075518 is the ticket #?

                Comment

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