Market Replay Multiple Issues

[aviat72]

I am unable to run NT7 B11 with Market Replay Connection. I have tried the following permutations.

Case # 1. Assertion Error when Connecting to Replay
Start NT with a blank workspace.
Open a chart for TF 06-10 (1 min, 5 days, instrument settings). The chart gets filled up with existing historical data.
Connect to Replay Connection.
I get an assertion failure with message Bars.ChildNodes.Count is 0. This is triggered during the ChartControl.SaveBarsDataToXml function under the Globals.OnUnhandledThreadException which seems to occur at ReplayAdapter.Connect().


Case #2: Replay Player Not Showing Up
Start NT with a blank workspace
Open the Market Replay connection. I get the connected to Replay green status. However the Replay Player does not show up at all.

I have also faced the issue of the Replay Player not showing up with a workspace with many charts. I do not have any strategy enabled on any of the charts (if that matters).

[NinjaTrader_Jason]

Hello aviat72,

Can you please verify if case #1 occur consistently; if you restart NinjaTrader and perform the same steps, does the error recur?

What happens if you connect to the Market Replay first and subsequently open a TF 06-10 chart?

I tested it on my end, but I did not experience the error. I created a TF 06-10 first to load historical data while connected to a supported data feed.

I restarted NinjaTrader and opened the TF 06-10 chart. Subsequently I connected to the Market Replay connection, but there was no error.

As per case #2, can you please open a different or new workspace and connect to the Market Replay. Check if the Market Replay control will appear.

[aviat72]

Jason

(1) I have upgraded to the latest beta and the assertion failure is no longer appears.

(2) However I am still not able to see the Market Replay Player controls.

(i) Start with empty ws with no data connection
(ii) Open TF chart 5 min bars. It gets filled with historic data. There are no indicators or strategies on the chart.
(iii) Open Market replay connection
-The chart loses the data and just shows a right axis going from 0 to 0.1
-The market replay controller does not appear

Perhaps it has something to do with a corrupted local database somewhere. Any suggestions? Are there any other conditions I need to meet before the replay controller appears?

[NinjaTrader_Jason]

Can you please verify if the 'empty ws' was created as a brand new workspace. If not, please create a brand new workspace via File-->Workspaces-->New Workspace and check if the Market Replay control appears.

[aviat72]

Can you please verify if the 'empty ws' was created as a brand new workspace. If not, please create a brand new workspace via File-->Workspaces-->New Workspace and check if the Market Replay control appears.

Hi Jason

I was able to get it to work on a different PC but am facing a different problem which I describe in the next post. On my main PC the Replay Control box still does not appear.

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(1) The control is not appearing even if I remove all workspaces and start a new workspace.

(2) I have confirmed that I have .nt2 files for a long time on the disk. I have also downloaded the market replay data from the broker again for ES for the past week.

I guess the question is what do I need to do to get it to work on my main PC? Is there some configuration file or something which is getting corrupted?

[aviat72]

I have the replay running on another PC but am facing a different problem.

I am creating a new indicator which calls the GomCD (a tick based indicator), with two different argument settings (with and without a size filter).

I traced through with Visual Studio and it seems that the indicator instance created from my indicator are not receiving the OnBarUpdate or OnMarketData callbacks when in replay. CalculateOnBarClose is false in my indicator which calls GomCD. It is also false by default in the GomCD indicator.

Case I: Single Chart for RTH settings
A single chart with RTH ES settings and the indicator above which calls the GomCD exported functions.

The GomCD cache is empty and new instance objects are created with a call to Initialize() occurring. However these GomCD instance objects never receive the callback for the OnMarketData or for OnBarUpdate. As a result the GomCD Indicators are not receiving any data.

Case II: Two charts RTH & 24/7
I decided to open another chart with 24/7 setting where I explicitly added the GomCD indicators on the chart. This chart updated properly as the replay moved from midnight to the RTH open time (9:30 AM). When the RTH chart kicked in and my custom indicator was called, it made calls to create new instances of GomCD indicators. However these new instances did not get the callbacks for OnMarketData and OnBarUpdate.


Further, I noticed that the cache was empty when the new calls came and new instances of the GomCD object were created. Though a cache miss would have been understandable given the different session-settings, I did not understand why the GomCD cache was empty since there was another indicator running fine on the 24/7 chat.

Case III: Single Char RTH
I have one chart with RTH settings. I explicitly add the GomCD indicator on the chart. I also add my custom indicator which calls the GomCD indicator.

NT made the call to my custom indicator as the first tick came in which subsequently created the new instances of GomCD.

The instance created from within my indicator did not receive the callbacks which eventually led to an error and my indicator was disabled.

[NinjaTrader_Jason]

Can you please check the following folder on your PC:

(My) Documents-->NinjaTrader 7-->db-->data

Make sure the data folder only contains folders named per date. If other files are located in the data folder, it can cause issues with the Market Replay.

Unfortunately I am not very familiar with programming and NinjaScript. I will forward the issue reported in post #6 to a colleague.

[NinjaTrader_Bertrand]

aviat72, can you please remove any CalculateOnBarClose references in the called indicator(s) and then retry to see if it would affect your results?

If those still persist, I would appreciate if I could test either with your code or a simple test sample snippet on my end to check into.

Thanks

[aviat72]

Jason:

I have confirmed that the data folder only contains folders with dates in the normal windows view.

I am working with an absolutely blank workspace with no charts at all.

I think it is reading the data-folder correctly since when I try to load an historical chart, it limits me to dates prior to the start of the replay data.

I looked through the trace files and there was nothing which suggested that there was a problem. There is no message in the log window also.

Bertrand:

I will go and check out the indicator conditions on the second PC where replay works.

[NinjaTrader_Jason]

I suggest to install NinjaTrader 7 on top of your current version and check if this will bring back the Market Replay control.

Let me know if this will not work for you.

[aviat72]

Jason
Should I simply download a fresh Beta and do it or do I need to uninstall NT7 using Control Panel first?

[NinjaTrader_Jason]

Please download and install on top of your current version. If the issue still persists, please send me an email to support[at]ninjatrader[dot]com including your phone number, so we can setup a remote session. Please put 'Attn Jason' in the subject header and reference this forum thread.

[aviat72]

Jason:

I have made some progress. I downloaded and repaired the NT7 Install.

I then started the market replay connection. Still could not see the replay player. However I noticed that in the task manager there was a task for replay. By maximizing that task from the task manager I was able to get the player to show up. But the window showed up without a border.

I restarted NT after shut down and was able to bring up the replay player with the border and also peruse the available data.

I wanted to download some replay data and connected to IQFeed. I thought NT would do it from IQFeed (i.e. download historical data) but it seems it goes to NT servers which did not have the internals I was looking for.

I connected back to the replay feed and got the player. But now the available data field is empty. Earlier on it was showing tons of available data since last November!

Somehow the failed attempt to download new replay data screwed up things.

However restarting NT again restored the available data fields.
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On a different note, is it possible to convert downloaded historical data into replay data? I have data for market internals which I want to plot in my replay window which is saved in the historical format. How to convert it into replay?

[NinjaTrader_Austin]

aviat, the market reply data is recorded by the NinjaTrader historical data servers. It is not possible to get this data through IQFeed.

Also, it is not possible to convert historical data into replay data. You can however record the data as it comes in to play back at your leisure. The setting can be found at Tools -> Options -> Data -> check the "record for market replay" box.

[aviat72]

aviat, the market reply data is recorded by the NinjaTrader historical data servers. It is not possible to get this data through IQFeed.

Also, it is not possible to convert historical data into replay data. You can however record the data as it comes in to play back at your leisure. The setting can be found at Tools -> Options -> Data -> check the "record for market replay" box.

I had turned off the recording because of the replay issues I was facing.

Is there anyway to convert it. Perhaps an unsupported utility which can do it? Right now if you have a symbol not supported by NT servers and for some reason you did not save it in replay you can not replay it even if you have all the data in the historical data DB.

It again boils down to the architectural decision to keep separate DBs and the inability to go from historical data to replay data.