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Old 04-16-2018, 10:51 AM   #1
ypaez
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Default How can I get all the bars for the same day on Market Replay?

How can I get all the bars of the same day when I'm doing market replay?

Please see the attached images.

The problem is when I'm doing Market Replay, I can't see the previous bars from the time when I opened the chart for example I opened my chart at 10:57 on real time I can have the reference of the previous bars to the open of the day and day before, but on Market Replay the prev bar of 10:57 is the bar of 15:00 of the day before. How can I have all the bars of the same day on Market Replay?
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File Type: png MU on MR.png (70.3 KB, 8 views)
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Old 04-16-2018, 12:02 PM   #2
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Hello ypaez,

Are you referring to the historical data that backfills a chart before the Market Replay data begins playing back in real-time?

When using the Free Simulation License key, you would need to download any historical data needed from a real-time connection before connecting to the Playback connection.

This means connect to a data provider or broker, load the chart with end date and days to load to cover the time you want loading in playback. This will download and cache the historical data.

Then connect to the Playback and this will load from the saved data on the local computer.
Last edited by NinjaTrader_ChelseaB; 04-16-2018 at 12:07 PM.
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Old 04-17-2018, 11:09 AM   #3
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Default Dosen't works

Hi Chelsea,

No it's dosen't works as you can see on the attached images the first image is when I openned the chart on real time and it shows all bars of the day although I opened the chart at 9:08, but after that if I open the same chart on market replay I only get the bars from 9:09 to the time I closed the chart & the strange thing is that shows the bars from the day before but not the bars from the begining of the current day. Any other suggestion?

Regards

Yuri Paez
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File Type: png HMNY 2018-04-17 RT.png (80.8 KB, 5 views)
File Type: png HMNY 2018-04-17 MR.png (50.4 KB, 6 views)
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Old 04-17-2018, 12:18 PM   #4
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What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.0)

Who do you connect to for real-time data?

I notice that your replay slider is not at the beginning of your available data. Are you noticing this issue as soon as you connect to Market Replay? In other words, when the time slider is all the way to the left? Or does it only occur after you've begun replay?

HMNY in your screenshot is an equity and equity data is not provided bu our market replay servers. How did you obtain this data? Are you recording it from real-time data? If so, are you connected and recording at all times throughout the day/night?

What replay data is available to you? Right-click on the replay controller > Select 'Show available data' > Under 'Market Replay, locate the instrument in your screenshot > Is data available to the entire date and time range you're attempting to replay? Here is an example of what you'll be looking for (with HMNY instead of ES 06-18): https://www.screencast.com/t/AA8kxdOGjXs
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Old 04-17-2018, 01:24 PM   #5
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Hello Patrick,

My NT version:
8.0.13.1 64-bit (Multi-Broker)

When the slider bar is at the left the last bar showed is the last bar of the day before.

HMNY is a stock symbol.

I'm using e-Signal as my data provider.

On my Market data options I have checked "Enable market recording for playback"

I have not recording at all times?

I know I can not do market replay before I open my chart but I need the previous bars as references for my strategy. As I told before, the strange issue is that the bars of the day before are showed but not the bars of the current day. For example this symbol I have more thant 10 days from my last view, in my live connection I don't have any problem to see all bars of the current day & days before.

Please see the attached images.

Any Sugestion?

Regards

Yuri Paez
Attached Images
File Type: png HMNY 2018-04-17 MR Start.png (53.6 KB, 3 views)
File Type: png Market Data Options.png (32.1 KB, 3 views)
File Type: png Historical Data for MR.png (14.2 KB, 3 views)
File Type: png Default Chart Data Series.png (42.8 KB, 3 views)
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Old 04-17-2018, 01:36 PM   #6
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When you connect to Market Replay, NinjaTrader will default to the earliest date/time available. If you simply hit play, it will then begin the playback. However, if you do not have market replay available during that time, you'll see a gap. I suspect this is what you're experiencing.

The ultimate solution here would be to ensure that NinjaTrader is connected and that data is flowing into a NinjaTrader window at all times. This will ensure that you have recorded market replay data at all times that the market is open.

If this is not possible, then you'll need to first make not of when you data begins precisely and then begin the playback at that exact time. In your case, this would mean using the 'Go To' feature (found by right-clicking on the Playback Controller) and setting it to begin at 17/04/18 09:08:15AM (the earliest that replay data is available to you for HMNY).
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Old 04-17-2018, 02:13 PM   #7
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I used the GoTo option but the result is the same... I can not see the bars of the current day before I start the chart on real time. But my question is why the Chart can show me the bars from the day before but not the bars from the current day? As you see on my Historical Data for Market Replay the day before it's not available but the bars are shown.
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Old 04-17-2018, 02:18 PM   #8
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When you're connected to eSignal, you are being provided with real-time and historical data from eSignal.

When you're connected to the Playback Connection, the charts are only loading market replay data when you hit play. We can see in your screenshots that you only have limited amounts of market replay data available.

With that said, there are certainly other items which could contribute.

What 'Trading Hours' template is selected on your charts? Right-click on your chart > Data Series > 'Trading Hours' property. If you change this to 'Default 24/7' does the issue persist? If you right-click on your chart and select 'Reload all historical data, does the issue persist?

If neither of these resolve the issue, please email PlatformSupport[AT]NinjaTrader[DOT]com with a brief description of the issue, a link to this forum thread, and '1887115 ATTN Patrick G' in the subject or body of the message.
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Old 04-17-2018, 08:44 PM   #9
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Hi Patrick,

"Reload All Historical Data" is disabled
Default 24/7 time template doesn't change this issue

I proceed to send the email to plataformsupport.

Thanks
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File Type: png Reload Historiacal Disabled.png (22.7 KB, 3 views)
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