Market Replay limitations?

[Dolfan]

I downloaded 1 weeks worth of market replay data for 14 instruments with the intention of running a strategy over and over again changing the settings each time to get more accurate data than backtesting. I have a SSD drive and 32 GB of ram. I am running on a fiber optic line. After connecting to Market Replay, the playback buttons are greyed out meaning they are not yet usable. It has been over 1/2 hour now since my connection. Is there a limitation to what Ninjatrader can load and run under Market Replay? Would I need to run only 1 instrument at a time for a weeks worth of data or 1 day at a time for 14 instruments? Is there some other explanation?

Dolfan

[NinjaTrader_Giovanna]

Hello Dolfan,

Thanks for writing in.
There are no limitations as far as how many instruments can be played back. This is not likely a matter of there being too much data getting loaded but potentially a 3rd party add-on/script causing this.

We can take a look at your log and trace files to verify if there are any errors or indications about what may be causing this.

Please send me your log and trace files so that I may look into what occurred.

• You can do this by going to the Control Center-> Help-> Email Support
• Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
• Please reference the following ticket number in the body of the email: 2900174 ATTN Giovanna

Thanks in advance; I look forward to resolving this item.

[Dolfan]

OK, I sent the support request, although I confess this has not worked for me in the past. Let me know if you receive the files OK. I am still waiting for the playback buttons to become available.

Dolfan

[NinjaTrader_Giovanna]

Hello Dolfan,

Thanks for your patience, I have received your files. There were no errors or anything in the logs that indicates there was an issue with the data you downloaded.
I would like for you to test this in Safe Mode. This will help us determine if one of the 3rd party add-ons or strategies is causing this.

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.

When in Safe Mode, please do the following:

• Connect to the Playback connection
• Verify all of the data you downloaded is present. Right-click on the playback controller and select 'Show available data'
• Start with loading data for 5 instruments
• After verifying that works correctly, then continue adding instruments and testing until you have verified the button does not grey out

Please let me know the results and I will provide further instructions.

If it greys out after adding the first set of instruments, please let me know.

Thanks in advance.

[Dolfan]

In safe mode upon launch the playback box loaded and is not greyed out. I do not understand "

• Verify all of the data you downloaded is present. Right-click on the playback controller and select 'Show available data'
• Start with loading data for 5 instruments "

I right click on the playback panel and I see all of the instruments I downloaded data for. All of the instruments appear to be there. Here is a screen shot

How do I "Start with loading data for 5 instruments"? Aren't they all loaded by default since I downloaded them? How do I selectively load and test after the initial download? I didn't know this was possible, to segregate instruments to test once they have been downloaded.

Dolfan

[Dolfan]

Also just discovered that in safe mode, only the 4 basic strategies that come with the platform are available. How do I fix this?

Dolfan

[NinjaTrader_Giovanna]

Hello Dolfan,

Thanks for your patience.
Using Safe Mode was purely for testing purposes to confirm at there is nothing fundamentally wrong with the data and platform.
As mentioned in my previous response, safe mode will launch without many items, this includes strategies.
I am unable to see what windows you're using to view or test market replay. In the example of using a chart to playback data, then you would only open 5 data series, one for each instrument. If this step was not applicable to your testing, then we can move forward.

The next step in this is to close all of your workspaces. In closing your workspaces we are eliminating the chance of any strategies or addons breaking Market Replay while we test.
Please do the following while you are still in Safe Mode:

• Go to Control Center > Workspaces
• Click 'close' next to any workspace with a green or grey workspace. A new workspace will be automatically created after closing all of your existing workspaces
• Close NinjaTrader
• Launch NinjaTrader normally (not in Safe Mode)

Do not open any of your workspaces or initiate any of your strategies. Our next test is going to determine which of your add-ons is breaking Market Replay.
As before:

• Connect to the Playback connection
• Verify all of the data you downloaded is present. Right-click on the playback controller and select 'Show available data'
• Verify that the button is not greying out and clicking the play button is functional

After verifying this works without any add-ons or strategies, you can introduce your strategies or add-ons one at a time. You will need to test Market Replay after adding each item until you come across the problem again.
While is not the most efficient way to test this, it will help you verify which strategy needs to be modified.

Please let us know if you come across any further issues during your testing.

[Dolfan]

I guess safe mode helped to solve this problem because once returned to regular mode, the problem was gone. Thanks!

I have a set of indicators that only work in Ninjatrader version 7. I would like to run market replay with these indicators running. Can I go to the Historical Data Manager screen, select the download tab and download multiple days of data to download at once that will work in Market Replay, or do I have to go to the Files/Utilities/Download Replay Data and download one date of one instrument at a time? Also, is there and advantage to purging this data from time to time? Is there an easy way to mass purge years of replay data?

Thanks!

Dolfan

[NinjaTrader_Giovanna]

Hello Dolfan,
Glad to hear it's resolved.
NinjaTrader Market Replay will only work with Market Replay data and not historical data. So, unfortunately, you would need to download one date at a time using Files/Utilities/Download Replay Data.
The benefit of purging old data would be to free up space and remove any potentially corrupt data that can cause the platform to become latent.
It is recommended to remove the data by using the Historical Data Manager Window:

https://ninjatrader.com/support/helpGuides/nt7/editing.htm

Please let us know if you have further questions.

[timko]

@goivanna hi, what does it mean by "Market Replay will only work with Market Replay data and not historical data"?
Why there's an option to allow Market Replay to use "Historical Data"?
could you elaborate?

[NinjaTrader_Giovanna]

Hello Dolfan,
Thanks for your reply.
I was referring to NinjaTrader 7 only having the ability to playback Market Replay data. So, downloading "Historical data" would not be of use while utilizing the Market Replay connection in NinjaTrader 7.

NinjaTrader 8 does have the ability to playback Market Replay data and Historical data.
Please let us know if you have further questions.

[Dolfan]

Thanks Giovanna but you'll notice I didn't ask that last question. :-)