NT8 Market Replay across two different chart views seems out of sync

[ntuser2017]

Hi NT support

I noticed something unusual while replaying an instrument on NT8.

If I have both a daily chart and a different chart open, the daily chart will not display the current OHLC values correctly.

Example:
product: CL 02-18
Timezone: UK time

By replaying the 9th January 2018 at 5:01:17 UK time (near the start of the Market Replay session) you can see on the first screenshot that the daily chart already displays a low of 61.80 and a high of 63.48.


However, when you look at the other chart (a 200 tick chart) for the same time, you can clearly see that the current low is 61.85 (second screenshot) and the current high is 62.56 (third) screenshot.



In other words, it appears the daily chart's values are way ahead of the current situation.


Can you please help explaining the discrepancy?

Thank you

[NinjaTrader_EricB]

Hello ntuser2017,

Thank you for your note.

Resetting your instruments should resolve this item.

To reset your instruments, please take the steps below.

First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
Next, reset your instruments by navigating to the Control Center > Tools > Database Management
In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
Lastly, restart NinjaTrader for the changes to occur

Please let us know if we may be of further assistance.

[ntuser2017]

Resetting your instruments should resolve this item.

To reset your instruments, please take the steps below.

First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
Next, reset your instruments by navigating to the Control Center > Tools > Database Management
In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
Lastly, restart NinjaTrader for the changes to occur

Please let us know if we may be of further assistance.

Hi Eric, thanks for picking this up.

I have followed your instructions above, however the daily bar values have not changed.

Replaying the same day in the manner described originally produces the same results.

[NinjaTrader_JamesG]

Hello Ntuser2017,
My name is James who is taking this ticket over for my colleague Eric.
Please send me your log and trace files to PlatformSupport[AT]NinjaTrader[DOT]com with a title of Attention James.
Open your NinjaTrader folder under My Documents.
Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
Send the 2 compressed folders as attachments to this email.
Once complete, you can delete these compressed folders.
I look forward to your reply.

[ntuser2017]

Hello Ntuser2017,
My name is James who is taking this ticket over for my colleague Eric.
Please send me your log and trace files to [email protected] with a title of Attention James.
Open your NinjaTrader folder under My Documents.
Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
Send the 2 compressed folders as attachments to this email.
Once complete, you can delete these compressed folders.
I look forward to your reply.

Hi James, I have just sent you log and trace.

Thank you

[ntuser2017]

Seeing as a few NT support specialists have been dealing with this, it's best I post what I was asked to try and the outcome, so that everyone is up to speed:

[ntuser2017]

Hello,
Thank you for writing in.
So we can further diagnose your system, please start NinjaTrader in Safe Mode.
Safe Mode will prevent NinjaTrader from:

• Loading workspaces.
• Connecting on start-up.
• Loading custom assemblies.
• Getting instrument updates from the server.

To enable safe mode, please use the following steps:

• Exit NinjaTrader.
• Hold the CONTROL key and double click the NinjaTrader icon.
• Keep the CONTROL key held down until you see the Control Center.
• You can verify you are in safe mode by going to Help -> About.

Once in safe mode, please reconnect and open a chart to test for issue. Please let us know the behavior seen in safe mode.
We look forward to assisting further.
Sincerely,
Eric
NinjaTrader Platform Customer Service



----------------------------------------------------


Hi Eric,



I have opened NT in Safe Mode, and verified it is in Safe Mode.


I have reconnected via Market Replay and opened up a brand new daily chart. I went to the same day (9th Jan 2018) and I am experiencing the same High and Low I originally mentioned in the thread, so unfortunately the issue is still there even with Safe Mode.


Thank you
ntuser2017

[ntuser2017]

Hello,
Thank you for your reply.
If you load your chart as a 1440 Minute Chart (Minutes in 24 hours) instead of a daily chart do you still see the same?
I look forward to your reply.
Sincerely,
Dennis
NinjaTrader Platform Customer Service



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Hi Dennis


If I load my chart as a 1440 minute chart I can see the correct values, although the days loaded are only 3 this way.


Is this suggested workaround, or part of the troubleshooting?


Thanks
ntuser2017

[ntuser2017]

Hello,
Thank you for your reply.
Certain Data Feed Providers use Settlement adjusted Close Price For Daily Bars there for using a 1440 minute chart will use minute data instead of daily data to build the bar.

Also if you would like more historical data you may increase your days to load by right-clicking in the chart and increasing the days to load section.
Please let me know if I may be of any further assistance.
Sincerely,
Dennis
NinjaTrader Platform Customer Service



-------------------------------------------------------------------------
Hi there Dennis


Thanks for the info, but I do not believe this addressed the question of why I am seeing a High and Low for the daily bar that should not have been there at the time of the Market Replay, meaning: that High and Low will be made later in the Market Replay day?

[NinjaTrader_Kate]

Hello,

Thank you for your reply.

The issue you're seeing is due to Daily bar settlement adjustments and RTH vs ETH, so basically yes, what you're seeing is expected with the daily bar. You said it does work correctly with the 1440 minute chart, so you'd want to use that as the workaround for this.

[ntuser2017]

Hello,

Thank you for your reply.

The issue you're seeing is due to Daily bar settlement adjustments and RTH vs ETH, so basically yes, what you're seeing is expected with the daily bar. You said it does work correctly with the 1440 minute chart, so you'd want to use that as the workaround for this.

Hi Kate, thanks.

Kate, I have just tried something. I tried Market Replay on a daily chart, but this time, I played Market Replay across sessions.

What I mean by this: I let Market Replay go from one daily session to the next, on a daily chart.

By doing so, it seems that I am no longer experiencing the issue I explained in the original post.

I am happy with the solution of playing daily charts from the very start of the session, as opposed to just selecting the default start time of the Market Replay session, if that resolves the issue.

Maybe I am being dumb. Would you be able to explain the difference in behaviour, i.e. why does this work from session start, but it doesn't from Market Replay start (which would be 5:00am UK time)? Just curious