OnMarket* does not fire on market replay

[Eubie]

Sure, I have all the data, but the problem is that when I just replay the data, the script we're discussing is missing a lot of ticks. What I am trying here is to see the Bid+Ask for each tick when it occurs.

[NinjaTrader_Bertrand]

I guess I'm not following you here how you determine that there are ticks missing, the OnMarketData is called for every change in Level 1 Market Data, may it be any of these args : http://www.ninjatrader.com/support/h...aeventargs.htm

I would remove any custom code you have and just print if a ask, bid or last update is seen - you will see it's called for every change here.

[Eubie]

Here is what I did:

1/ download replay data
2/ play the data with the herein discussed code turned on. The first day for which there is some replay for CL 02-11 is 14th Sep 2010 so I start replaying here. But the problem occurs that some bars are plotted and the bid/ask is jumping around the book a lot without OnMarketData() being fired. So you suggest having some historical data on the chart before I turn the market replay on. And my question is - how can I load some historical data onto to chart if 14th Sep 2010 is the first day the instrument is traded? I'm really just trying to understand how to work with Ninja properly, i.e. how to make the OnMarketData() fire each time.

Thank you,
Daniel.

[NinjaTrader_Bertrand]

Thanks for the clarification eubie, what I referred to was the days back / bars back setting on your chart, this would determine how many days / bars are backfilled from the server with historical data before your replay date - so for example set this to 3 days here and then run your script on replay so there is historical data seen on the chart before the first replay event call is done. Then you should see all Level 1 data changes trigger comparing your print for example to the Level 1 data window directly in the Control Center, this would be purely driven by the Level 1 data.

[Eubie]

Hello Bertrand, me again, having some more problems.

First off, in order to have these historical data on the chart with "3 Days" set, I need to manually download these hist. data from the Historical Data Manager, right?

Secondly, I have a full set of CL 06-10 replay data and try to replay them, but nothing happens. I tried it maybe ten times. Even made a video of it http://www.screencast.com/t/TPDxoiciqul Data start with 10/27/2010 but when the replay turns on, the chart sets it's end automatically to 10/26/2010... So far, I've been able to replay the last contract months with no problems, no idea what's going on here.

Thank you for any hint.
Daniel

[NinjaTrader_Bertrand]

The data needed should be backfilled from our server, but depending on the license key used you may not have access to it - can you please email me via Help > Mail to Support and then also attach the CL non working replay data zipped so we could give it a run here for you? Your license key would then be included as well so I could check into that, too.

Thanks much,