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Market Replay RTH vs ETH

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    Market Replay RTH vs ETH

    I'm trying to replay 5 min data for YM for 8/2/10 (also downloaded 7/30/10 so I have some reference to the market from the today before). The chart seems to want to have a large time gap from 7/30 to 8/2.

    In the Data Series, I have the Session Template set to CME...RTH. What more do I need to do to have 7/30 end at 16:00 and have 8/2 start up at 9:30 immediately thereafter?

    Thx.

    #2
    Hi brooksrimes,

    Thank you for your post.

    Can you provide me with an image of this 'time gap' so that I'm sure we're on the same page?
    KyleNinjaTrader Customer Service

    Comment


      #3
      Sure Kyle. I changed the data around to just Monday and Tuesday (8/2 and 8/3) figured that maybe the weekend was part of the problem. Please see attachments.

      #1 See the grayed out 'End date'. Where is getting that date from??? And why won't it let me change it?

      #2 Proves that 8/2 and 8/3 have been DLed.

      #3 Shows it ending at 16:15 on 8/2. It refuses to move past that point even though the replay controller has a 'to' date of 8/3.

      Appreciate your help.

      Brooks
      Attached Files

      Comment


        #4
        1. When you are using Market Replay you cannot change the last date. This is expected because the replay file itself will control the dates for you. The date it will select is the last date prior to when you have replay data for. When you start playing it will then start populating in those new dates from the replay data.

        3. This is due to the session template you are using. You are using a limited session template which means your chart will remain as 8/2 until the 8/3 session begins at 9:30AM Eastern time. That is when more bars will begin populating in. If you move your replay on 8/3 to that time then you will see it. Or you can try switching to a wider session template like the ETH session template or the 24/7 one.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Josh, sorry but I'm not understanding what you're saying.

          After the 8/2 16:15 bar, I want the next bar to be the 8/3 9:30 am bar. I want to see them next to each other. How do I do this?

          It seems like the Replay ignores the instruments settings.

          Is there a way to tell the download, only to DL the RTH not the ETH?

          Originally posted by NinjaTrader_Josh View Post
          3. This is due to the session template you are using. You are using a limited session template which means your chart will remain as 8/2 until the 8/3 session begins at 9:30AM Eastern time. That is when more bars will begin populating in. If you move your replay on 8/3 to that time then you will see it. Or you can try switching to a wider session template like the ETH session template or the 24/7 one.

          Comment


            #6
            Hi brooksrimes,

            "After the 8/2 16:15 bar, I want the next bar to be the 8/3 9:30 am bar. I want to see them next to each other. How do I do this?"

            This is exactly what you'll be seeing, but you need to advance the replay recording. NinjaTrader will not skip over data which is recorded based on chart settings.

            " Is there a way to tell the download, only to DL the RTH not the ETH?"

            This is not currently possible, but I will forward your request on to my development team for further consideration.
            KyleNinjaTrader Customer Service

            Comment


              #7
              No, its not what I'm seeing. There is a huge white area after 16:15 representing the overnight. Isn't there a way to eliminate it?

              Originally posted by NinjaTrader_Kyle View Post
              Hi brooksrimes,

              This is exactly what you'll be seeing, but you need to advance the replay recording. NinjaTrader will not skip over data which is recorded based on chart settings.

              Comment


                #8
                brooksrimes,

                Sorry for the lack of clarification.

                The white area in the chart is going to remain as well. This is as expected, but I understand what you're telling me and will forward the enhancement request on to my development team for further consideration.
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Isn't there any way currently to have the 1615 bar from Tuesday right next to the 915 bar from Wednesday?

                  Originally posted by NinjaTrader_Kyle View Post
                  brooksrimes,

                  Sorry for the lack of clarification.

                  The white area in the chart is going to remain as well. This is as expected, but I understand what you're telling me and will forward the enhancement request on to my development team for further consideration.

                  Comment


                    #10
                    brooksrimes,

                    Not during reply, but I have forwarded your enhancement request on.

                    If I may be of assistance with anything else, please let me know.
                    KyleNinjaTrader Customer Service

                    Comment

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