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Playback MES over last quarter

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    Playback MES over last quarter

    I'm trying to playback MES for past quarters, but it's not working.

    Using latest NT with continuum demo connection. Playing MES back since 3/12/2020 works fine. But when I try to play it back during previous months, it's not updating the chart. I can bring up the data in a chart (selecting MES 6-20 because MES 3-20 is not available to select), but when I click play, the chart does not update. The date time and slider on the Playback window does change appropriately.

    I have already gone to Tools -> Historical Data -> Load. MES 6-20 is the only option for MES. It does not show MES 3-20 in the instrument selection list. So, I chose MES 6-20 and downloaded data for 12/11 -> 3/12, checked all the boxes for intervals and data type under the Download section and clicked download. It took a while.

    When I right click on playback window and click show available data, it does show MES 3-20 available for 12/8 -> 3/11.

    The merge policy for MES was global, and global is merge back adjusted, but I tried setting merge back adjusted directly for MES, also, but it didn't fix it.

    I have seen mention that ninjatrader only has 90 days back, but I don't think that's related: 1) February (at least latter part) is less than 90 days back, 2) It shows data > 90 days ago available in the historical dialog 3) It took a long time to download the dec-mar data, so it must have been doing something.

    Am I missing some step or config to get it to work?
    Last edited by taotree; 05-10-2020, 05:13 PM.

    #2
    Hello taotree,

    I would expect the playback to playback any data showing as available on the Edit tab of the Control Center. The data is expiry specific.

    May we have screenshots of the Playback controller, the chart, and the Historical Data window on the Edit tab with Market Replay expanded and the instrument and expiry selected?
    Chelsea B.NinjaTrader Customer Service

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      #3
      Images attached. I'm not trying to do market replay, just historical tick data, so I have shown that. I don't have market replay downloaded for recent times either that does work, so that shouldn't be necessary.

      There is no way to select MES 03-20 for the chart, so the chart shows MES 06-20.

      Comment


        #4
        I found a solution. If I type MES 03-20 when the chart is up, it will show that contract. With the chart showing that symbol, the playback works as well. So, although the contract isn't selectable in the drop down, if you type the symbol in for it, it is there and works.

        Comment


          #5
          Hello taotree,

          The data is expiry specific.

          You have MES 06-20 selected on the chart in the screen shot, but the data is showing for MES 03-20.

          The chart must match the data downloaded. Change the chart to MES 03-20.
          Chelsea B.NinjaTrader Customer Service

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