I previously have live data feed recorded as replay data using a demo account until my demo account expires. However I am not convinced to jump into live trading yet so I continue my research using one-day-delay replay data. However, after I downloaded the replay data one day after my account expires, I found there is a big gap between my previous day data and the new day data.
Referring to the attached screenshot, you can see there is a gap between the highlighted areas. The timestamp also has a gap in between where the replay data doesn't fill in.
Please advise, thanks in advance.
PS: My timezone is GMT+0800 hence the day replay data starts at 12:00
PS 2: My replay setting is starting from 15th Oct until 18th Oct
PS 3: I have tried to remove the replay data from NinjaTrader/db/replay folder and re-downloaded, but the gap shifted to one day earlier.
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