Market replay problem

[xTrader1]

Beta19.

I don't remember, possibly somebody already raised this issue in earlier betas.
Market replay data stops on chart and market analyzer. See attached image - last tick time is 7:00 , last bar seen is 7:00 , but replay time is different. 7:00 local time is EST midnight.

In the first image you can see an initial situation. Chart is not updated , last tick column on market analyzer is updated.
In the second image , I moved market replay data tab. This time , both - the chart and the market analyzer stopped at 7:00 local time. Looking at historical data manager , there is a data there , but I have no "NTM viewer" .I can say I have NTM files for EURUSD at this day.

I pay attention , that every time I'm moving replay tab , both - the chart and the market analyzer show a data on 7:00 local of currently replayed day both they are not moving.

Now I accelerated a replay to x500 hoping to see changes. Replay is showing the next day , but no update neither in the chart , nor in the market analyzer occurs.

What time is stored in NTM files ? My local time or EST ?

Addenum1:
on x500 replay , when a date changes "by itself" , both - the chart and the market analyzer update partially but they stop again on 7:00. Looking more carefully - when the replay control shows local time between 0:00 and 7:00 , update works , but for replay times 7:01 - 23:59 nothing does not move. The same behavior continues every new "reply day".

[NinjaTrader_Jason]

Hello xTrader1,

Market Replay data that is downloaded via File-->Utilities-->Download Replay Data uses the EST time zone. However, once downloaded it is reflected as per the time zone you have setup on your PC. For example, my PC clock is set to MST (Mountain time) and if I download a day's worth of Market Replay data, say 8/2/2010. The data runs from 10 PM 8/1/2010 up to 8/2/2010 10 PM.

Please note that the Historical Data Manager does not display the Market Replay data you have available. You can check this by right clicking the Market Replay control and select 'Available Data'.

Could it be the chart and Market Analyzer have a session template loaded that ends on 7 AM? Do you see a difference if you load the 'Default 24/7' session template.

[xTrader1]

It seems I'm punished more severily than other beta testers. I saw this post:

http://www.ninjatrader.com/support/forum/showthread.php?t=31643&highlight=session+template

but for me it does not help.

To clarify:
My replay data comes from MBT real time data, srored in both - history and market reply. When I acquired the data , I used original Forex session template (17:00 till 16:59 EST). I never played with the session template, I didn't see anything wrong in real time / history display or backtesting.
According to your instructions , I set now the chart template to 24/7 with my local time (jerusalem).
Nothing changed.

But additional strange thing happens. When asking a new chart , end date is grayed and it shows an initial Market Replay date as I set it. Let's say 7/6/10 . Historical data is already loaded on the chart. When I press "play" button , market replay data begins from the midnight and between 0:00 and 7:00 of the 1-st "replay day" the last bar on chart is painted by the prices of incoming data. After 7:00 the update stops and in the next "replay days" nothing changed.

[NinjaTrader_Jason]

Can you please right click the Market Replay control and select 'Available Data'. How much data does it list for each day?

Please note that you can download Market Replay data in NinjaTrader 7 as well.

http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

[xTrader1]

Can you please right click the Market Replay control and select 'Available Data'. How much data does it list for each day?

Please note that you can download Market Replay data in NinjaTrader 7 as well.
http://www.ninjatrader.com/support/h...7/set_up12.htm

I did it before bugging you. I have a data. In any case an image attached. But I pay attention to a time difference , the data is stored in chunks from 7:00 till 6:59 the next day, but it is continuous. It means also that under a directory ....My Documents\NinjaTrader 7\db\data\YYYYMMDD there exists only a partial data for this day. And I can guess it screws the market replay mechanism. If i'm right, it means that the proper session setting is critical for market replay. I can send you NTM data for several days to check.

Regarding downloading, I have months of Market Replay data. May be I overlooked a session issue when I began to work with Ninja, may be you didn't stress an importance of proper session management. The question now is , can my market replay data be "saved".

[NinjaTrader_Jason]

Can you please restart NinjaTrader and close all charts you have opened. Connect to the Market Replay. Subsequently open a new chart and check what 'End date' is reflected. Check if it is not set to 7/6/2010, but 31/7/2010. The chart should now receive data after 7/6/2010 as well.

I am not sure if I follow your last inquiry. Market Replay data is saved - you can run it anytime you like. I suspect you refer to something else - could you please clarify?

[xTrader1]

I'll try to be more clear. Look at image above in post #5 and you'll see that:
On 7/6/10 I have only 7 hours of data: 07/06/2010 00:17:16 07/06/2010 06:59:47
I guess it is NTM file under a directory : ....My Documents\NinjaTrader 7\db\data\20100607

The next line in the image shows data available : 07/06/2010 07:00:12 08/06/2010 06:59:59
I guess this file is under ....My Documents\NinjaTrader 7\db\data\20100608

Next line: the data 08/06/2010 07:00:00 09/06/2010 06:59:49
is under a directory ....My Documents\NinjaTrader 7\db\data\20100609

...etc.

Now the replay mechanism sees a directory ...\20100607 and plays the 7 hours available.
Then it progresses to a directory ...\20100608 and looks for data from 8/6 only. So its sees a data from 0:00:00 till 6:59:59 , but disregards the data from 7/6 in this file, because it does not belong here.
Therefore again, only first 7 hours of a day 8/6 were played. The data between 07/06/2010 07:00:12 and 07/06/2010 23:59:59 was not played at all. ETC...

This scenario explains , why during the market replay I see only the first 7 hours from each day displayed.
7 hours is a time difference between EST , and my local time. My time 0:00 is EST time 17:00 . Till now I didn't look at session templates at all, I used what you provided - for FX instruments it is Forex template , beginning on 17:00 EST each day. I think that market replay directories were created and managed according to this template, in EST , but the time written in NTM files was my local time.

The result is unusable market replay data.

I hope I was clear now.

[NinjaTrader_Jason]

Your PC clock is set to Jerusalem time (GMT +2), while the Market Replay data uses GMT -5. So the 7 hours of data, 07/06/2010 00:17:16 - 07/06/2010 06:59:47 represents data from 5 PM - midnight as per 6/6/2010.

So the next line represents data for 7/6/2010 and so on.

Could you please tell me the outcome of the steps I listed in post #6.

[xTrader1]

End date is 6/6 and grayed. See attached image.Replay is from 7/6 .

[NinjaTrader_Jason]

Please disregard my comment "Check if it is not set to 7/6/2010, but 31/7/2010." This is incorrect.

If you now click OK in the Data Series window and speed up the Market Replay connection to 500X, it should automatically cross to the next day. Can you please check if this is the case.

If not, can you please send me the first 4 dates of the EURUSD. Please zip the files first before sending them. Please send them to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.

If the file is larger than 5 MB, please send it to [email protected].

[xTrader1]

Please disregard my comment "Check if it is not set to 7/6/2010, but 31/7/2010." This is incorrect.

If you now click OK in the Data Series window and speed up the Market Replay connection to 500X, it should automatically cross to the next day. Can you please check if this is the case.

.

Jason, I'm really sorry that I am not able to explain myself, but I'm doing my best during all my posts. When I play that data with x500 velocity , then:
1) I SEE A DATA BEGINNING FROM 7/6/2010 0:00:00 TILL 7/6/2010 6:59:59
2)I DON'T SEE ANYTHING ON MY CHART, BUT MARKET REPLAY TIME IS RUNNING.
3) I SEE A DATA BEGINNING FROM 8/6/2010 0:00:00 TILL 8/6/2010 6:59:59. I SEE ALSO A TIME GAP ON AXIS X AND A PRICE GAP ON AXIS Y .
4)I DON'T SEE ANYTHING ON MY CHART, BUT MARKET REPLAY TIME IS RUNNING.
5) I SEE A DATA BEGINNING FROM 9/6/2010 0:00:00 TILL 9/6/2010 6:59:59. I SEE ALSO A TIME GAP ON AXIS X AND A PRICE GAP ON AXIS Y .
6)I DON'T SEE ANYTHING ON MY CHART, BUT MARKET REPLAY TIME IS RUNNING.

....ETC.... until the last replay data day comes.

Did I explain the scenario clearly ?

[NinjaTrader_Jason]

Hello xTrader1,

No worries. When you state you see data under #1-3-5, where exactly do you see the data? Am I correct you refer to the times displayed in the Market Replay control window?

I am not sure why it does not work as expected on your end. It should display data in the chart and it should run continuously as per the screenshot that displays 'Available Data'.

Can you please test a simple as possible setup. Restart NinjaTrader and close all windows except the Control Center.

Connect to the Market Replay connection using the From date as 6/6/2010.
Subsequently create a new chart for the EURUSD. Then, hit the Play button on the Market Replay control window. Speed up the data and check if the chart receives data.

If this does not work, can you please send me the requested data. That way I can replicate your setup on my end and analyze from there.

[xTrader1]

I'm one step ahead. That's exactly what I did to get the scenario above. Would you mind to reread my postings, especially #5 and #7 ? Is available data on the attached image as expected or rather should it be from 0:00:00 till 23:59:59 for every market day in order to achieve a correct market replay ? I sent you NTM files.

Thank you.

[NinjaTrader_Jason]

The available data is time stamped as expected, since it uses your PC clock. This will not mess up the Market Replay mechanism - I use a different time zone on my PC as well. It would be listed as 00:00 - 23:59 if your PC clock is set to US EST time.

Could you please close NinjaTrader and set your PC clock temporarily to US EST time.

Start NinjaTrader again and check if Market Repay data will be replayed as expected.

In addition, the files you submitted use folder names of 1-2-3-4. Can you please tell me what names these folders have on your PC.

[xTrader1]

The available data is time stamped as expected, since it uses your PC clock. This will not mess up the Market Replay mechanism - I use a different time zone on my PC as well. It would be listed as 00:00 - 23:59 if your PC clock is set to US EST time.

Could you please close NinjaTrader and set your PC clock temporarily to US EST time.

Start NinjaTrader again and check if Market Repay data will be replayed as expected.

In addition, the files you submitted use folder names of 1-2-3-4. Can you please tell me what names these folders have on your PC.

Unfortunately I can do time zone setting experiment only during a weekend. The folders are:
1 - 7/6
2- 8/6
3-9/6
4-10/6