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Get Market Replay data Download not granular ?

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    Get Market Replay data Download not granular ?

    Hi. I am new to NT and experimenting with ATMs in the Sim101 account. I managed download historical Market Replay data for common market AUSUSD, then connect to the Playback Connection, load a minute chart of AUSUSD, scrub through the chart with the Playback window, and execute some demo trades on the chart. However, the chart's price bars are jerky. The bars do not move in a granular fashion. Sometimes the price bars do nothing for a while, then suddenly they will lurch up or down, while other times the bars will move smoothly for a few movements. This makes it difficult to practice. If I connect to live data during trading hours and open a chart, I do not experience the non-granular jerkiness issue. The price bars move very smoothly with live data. Am I doing something wrong, or is there a known granularity issue with Historical Market Replay data and the Playback Connection?

    Also, among the common markets offered by NT for historical Market Replay, are there any stocks available? I do not currently trade futures. It seems like no matter what stock I choose the historical replay data window says "There is no market replay data available for the instrument/date".

    thank you
    Last edited by BatBart; 07-09-2020, 01:27 PM.

    #2
    Hello,

    Thank you for your post.

    What you are seeing is expected behavior; Market Replay data in the Playback connection handles data differently than the live connection.

    In a live connection, with most data providers, updates are receieved on a tick by tick basis. In the Playback connection, all ticks are queued then updated at once at a 1 second interval.

    This means you may notice some lag in the bar being updated as multiple ticks will be processed within the same second.

    As for stocks, unfortunately we do not provide Market Replay data in the platform for stocks/equities.

    Please let us know if we may be of any further assistance.
    Melissa J.NinjaTrader Customer Service

    Comment


      #3
      Thank you Melissa. Can you advise how I might go about back testing with the smooth granularity I seek? For example, a few months ago I made some money manually day trading the 1 minute time frame in equity XYZ. It was a good day but way too stressful as I had no stops. I would like to revisit that day but this time practice with ATM's and trailing stops and see if I can outperform my manual trades. I know the NT servers do not offer the Market Replay data I need for XYZ. If I, for example, purchase a subscription to Kinetic, will I be able to back test with the smooth granularity I need in NT using the Market Replay or by some other means? Sorry for the noob questions.

      Comment


        #4
        Hello,

        Thank you for the reply.

        Unfortunately Kinetick data would not provide Market Replay data for those instruments either, as this type of data is provided by the platform itself.

        That being said, you may replay historical data as if it were live in NinjaTrader 8, but please keep in mind that it is not quite as granular as the Market Replay data. If you were to connect to a live Kinetick account, you would have access to this data for playback.

        You can read more about this process here:

        https://ninjatrader.com/support/help...ePlaybackWorks

        As for a 'smoother' playback experience, I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

        Thanks in advance for your patience.


        Melissa J.NinjaTrader Customer Service

        Comment

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