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Playback start time ?

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    Playback start time ?

    Hi

    when I activate playback on a certain date is has a start time of 05.00.00. Why 5 in the morning? shouldn't this be 00.00 at the start of the day ?

    I have the Data series set on the instrument on 24/7 and those hours are from 00.00. to 00.00, so where does 5am come from ?

    Also when I set an optimization for say 06/08/2019 to 08/08/2019 it starts on 00.00 hrs on the 6th, and ends at 00.00 on the 8th?

    why doesn't the playback work like that ?

    Thanks
    Last edited by fredfred; 08-13-2019, 10:33 AM.

    #2
    Market Replay data is provided from midnight to midnight eastern US time. This would then be adjusted to whatever your local time zone is. Based on the information you've provided, I assume you're in ET+5 since replay starts at 5AM.

    Market Replay would not affect backtesting results since backtesting uses historical data, but for forward testing using market replay data you'll want to make sure to download the prior day's replay data to fill in that midnight-5AM gap.

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      #3
      Click image for larger version

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      The continuation is in the data 07/08 -05.00.02 to 08/08 - 4.59..59 then 08/08 05.00.00 to 09/08 04.59.52 ?
      You see on the chart it has stopped at 05.00 on the 8th ?

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        #4
        I can see in your replay controller than you have a start date of July 31st and an end date of August 8th. You would need to set your end date to August 9th (or beyond) if you wanted to continue your playback past August 8th.

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          #5
          OK thanks Patrick


          I was assuming that the 8th would take me to midnight as set in the default hours of 24/7 I was comparing optimization to play bak and wondering why the differences


          Thanks

          Comment


            #6
            Is there any way to choose playback start time, besides start date?

            Comment


              #7
              muchacha , to clarify, you'd like to be able to choose the exact start time of the data? In the words, you'd like it to automatically begin at 10 AM ET, for example, and not midnight ET? If so, no. The data will begin at the earliest time available for the start date selected.

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