When historical data is reloaded, it is reloaded on the basis of bar values and tick based indicators lose all the information. This can not only happen when NT is shutdown or restarted (say because it hangs), but also when the data-connection is re-established (e.g. after an internet outage). Of course something as simple as adding or modifying an existing indicator also triggers the loss of information.
gomifromparis has implemented a workaround where he stores the tick data and reloads it into the indicator. Though the solution is quite elegant, it requires a certain style of writing indicator code. Further since data is maintained in a somewhat ad-hoc manner, it also suffers from file-data integrity related issues.
It would be great if NT natively supports pumping tick data for indicators which require it, when historical data is reloaded. To ensure that this does not slow down data-reload, indicators which require tick based data will have to be explicitly classified as such by some flag.
In the replay mode, NT seems to have even DOM information and seems to drive the indicators in a tick-by-tick mode. So clearly NT has the data-storage, retrieval and driving capability to achieve this on indicators and strategies when historic data is reloaded.
Also the GOMI indicators reload quite quickly confirming that pumping tick data by itself is not going to have any significant effect on chart load speed.
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My hunch is that the bar-database and the replay database evolved separately and the data from the two is not shared. Hence the tick-data captured by replay is not pumped in when charts are reloaded. Perhaps integrating these two separate databases into one data management system will solve a lot of problems.
A quick solution to this problem would be an API which exposes Replay Data to NinjaScript in the read only mode. So the scripts can use NT's data-storage capabilities while using a GOMI like mechanism to recreate the indicator values on reload.
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Also, does NT update the tick-data base when historical tick data is downloaded from the provider to create a chart?
e.g.:Suppose I shut down NT every night at 4:15PM and then restart at 9:00AM. I then request an overnight futures chart which requires tick data, which is downloaded from the data-provider. Will the new tick data be stored in the NT databases assuming that both real time bar-data and market replay recorder is enabled? Will this data be now available for back-testing using range charts and replay feature?
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