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Historical bars with two instruments

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    #31
    Hi Chelsea. In your post #22 and video, I see what you were showing now. However, that's not the issue I am having. It's not the number of ticks that's the problem, it's that historical bars *on the same chart* are not processed in the order I expect. To reproduce, you must have both 02-17 and 03-17 on the same chart and then look at the output window for both data series... you will see that OnBarUpdate is called for all of one data series, then called again for all of the second data series. I have attached some pics of how I am running the test.

    Notice in the Output Window you see all of BIP 1 are processed up to the last bar first, and only then are BIP 0 processed:

    12/1/2016 11:47:41 PM | BIP: 1
    12/1/2016 11:51:12 PM | BIP: 1
    12/1/2016 11:51:50 PM | BIP: 1
    12/1/2016 11:53:03 PM | BIP: 1
    12/1/2016 11:59:25 PM | BIP: 1
    12/1/2016 11:59:38 PM | BIP: 1
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0

    What I expect the output window to look like is this instead:

    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 0
    11/30/2016 6:00:00 PM | BIP: 1
    11/30/2016 6:00:00 PM | BIP: 1
    11/30/2016 6:00:01 PM | BIP: 0
    11/30/2016 6:00:01 PM | BIP: 0
    11/30/2016 6:00:01 PM | BIP: 1
    11/30/2016 6:00:01 PM | BIP: 1
    11/30/2016 6:00:01 PM | BIP: 1
    11/30/2016 6:00:03 PM | BIP: 0
    11/30/2016 6:00:03 PM | BIP: 0
    11/30/2016 6:00:04 PM | BIP: 0
    11/30/2016 6:00:27 PM | BIP: 0
    11/30/2016 6:00:27 PM | BIP: 1
    11/30/2016 6:00:28 PM | BIP: 0
    11/30/2016 6:00:28 PM | BIP: 0
    11/30/2016 6:00:42 PM | BIP: 0
    11/30/2016 6:00:57 PM | BIP: 0
    11/30/2016 6:01:05 PM | BIP: 0
    11/30/2016 6:01:42 PM | BIP: 0
    11/30/2016 6:01:58 PM | BIP: 0
    11/30/2016 6:02:02 PM | BIP: 0
    11/30/2016 6:02:04 PM | BIP: 0
    11/30/2016 6:01:08 PM | BIP: 1
    11/30/2016 6:02:17 PM | BIP: 1
    11/30/2016 6:02:22 PM | BIP: 0
    11/30/2016 6:02:58 PM | BIP: 1

    I know I've been confusing, but does that make it more clear?

    Thanks!
    Bryan
    Attached Files
    cassb
    NinjaTrader Ecosystem Vendor - Logical Forex

    Comment


      #32
      Hi -- any ideas on this issue yet?
      cassb
      NinjaTrader Ecosystem Vendor - Logical Forex

      Comment


        #33
        Hello Bryan,

        The issue is that all of the historical data prints are appearing for one series and then all of the second series, instead of alternating as would be expected.

        I am not able to reproduce this behavior.
        https://www.screencast.com/t/ez8lBVd3
        Attached Files
        Chelsea B.NinjaTrader Customer Service

        Comment


          #34
          I have been testing with v8.0.1.0. I upgraded today to 8.0.4.0 and the problem seems to be fixed now in the current version. My apologies for not mentioning the version I was running... they must have fixed something in Tick Replay, because that seemed to be where the problem was.

          Thanks!
          Bryan
          cassb
          NinjaTrader Ecosystem Vendor - Logical Forex

          Comment

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