Market Replay: Skip weekends and other non market trading hours

[Ducman_nl]

Hello developers,

It would be very nice to have the option to skip weekends and other non market trading hours in the Market Replay. This makes a multiple week Replay session so much quicker.

Thanks,

Ducman

[NinjaTrader_Chip]

Hello Ducman_nl

Thank you for your post.

What session template are you currently using for these multi-week market replays?

[Ducman_nl]

Hi,

I use the FDAX instrument with the Eurex Equity Index Futures template. I saw this reaction before in an other thread discussing this same subject. It's not about using the wrong session templates, it's about the fact that Market Replay does not follow this session template.

What I have seen is that Market Replay always runs 24/7 including nights and weekends. I hope I'm wrong.

Thanks,

Ducman

[NinjaTrader_Brett]

Hello,

This is correct.

The market replay will still play data as it is recorded. The market replay recorder has no way or know what your chart session template is set too. It simply plays the data it has recorded.

Therefor the chart will hide the data if its not in the session start/end times of the session template but the market replay will still play the data.

Let me know if I can be of further assistance.

[Ducman_nl]

Problem is it does more than just the recorded data. It plays all hours of the week. It would be nice if MR could do only the recorded data. That's my request for improvement of NT.

Ducman

[NinjaTrader_Brett]

Hello,

Thanks for submitting this recommendation. I have sent it into our development team and they have given it tracking number 72.

Thanks for submitting this in our user feedback helps us to improve NinjaTrader.

[neb1998]

Yeah i 2nd this. Would be AMAZING for final testing. Being able to have the recorder skip ahead to only the hours within the session template - now that would be money.

Especially when your trading a future say at the CME over RTH hours and not ETH....only about 1/3 of the hours in a day are spent trading.

[NinjaTrader_Brett]

Hello,

Thanks for the second. I will make development aware. Remember it has tracking ID 72.

Let me know if I can be of further assistance.

[pburich]

Allow requests of a range of dates for Market Replay

As a relatively new user I may be missing something, but it appears that users need to request market replay data on a day-by-day basis. This is pretty painful for an entire month. I ended up getting interrupted and not knowing which dates I had done and which I had missed.

Please add the following to the Download Replay Data pop-up:

1. "From Date:" (with date picker widget)
2. "To Date:" (with date picker widget)
3. "Overwrite any existing market replay data for selected dates" (checkbox)

That way a user could do as follows:

1. Select the Name field one time (say, TF instead of the default ES)
2. Select the beginning date and end date
3. Optionally check the Overwrite checkbox
4. Click OK

If the checkbox is selected, any previously downloaded data would be replaced by the new download. If the checkbox is not selected, the system would not overwrite data for dates already contained in the market replay database.

If needed, limit the number of days that can be requested per download. Throw an error message and take the user back to the pop-up with his last selected dates filled in and allow him to change the request. Also, you could add a mouseover message that told the user how many days worth of data can be downloaded per download.

[saroj]

I agree with pburich's enhancement suggestions, but I don't agree with eliminating weekends or "non-market" trading hours. First, for some instruments, the Sunday night session and other "non-market" hours are active and critical for setting up the indicators for the pit session. Secondly, no matter where a trader lives, they may or may not be trading a given instrument in another time zone.

I do think, however, that the replay itself should honor the session timeframe of the template being used for replay so that the user can control the appearance and timing of the replay.

In addition, I request that you NOT close the window when "Ok" is clicked... This GUI design requires the user to start all over again in setting up the next download. This could be an interim change that should be a simple one until NT development can implement the more comprehensive changes that pburich suggests.

[NinjaTrader_RyanO]

Hi pburich and saroj,

Thank you for your posts and suggestions, and welcome to the forum pburich.

I have forwarded these items to development with all of the detail you had provided, and detailed in our ongoing development is a reference number of 739.

Going forward you can use that number to follow-up with us following these requests.

Ryan

[ScottB]

pburich, you can look in the NinjaTrader 7->db->data directory, sort by name and then within the last date see what instruments you have. If you lose your place, doing this will at least keep you from having to download the data again.

Best Regards,
Scott

[nailz420]

You can also right-click on the replay controls and there will be an option to view available data.

[negativezero]

I would like this option to be able to choose the "From" and "To" date for downloading market replay. I also like the ideas of skipping non-trading hours.

[ivanjocic]

Hello there,
what ever happened with this issue?