Is OnMarketData available in Market Replay?

[danilam]

Hello,

Basically that's the question: Is OnMarketData available in Market Replay? I download data from you server, don't record myself.

Nothing appears on Print() command in output window. Although it works for onBarUpdate. But I need to assess last price together with bid/ask.

Thank you.

[NinjaTrader_Bertrand]

Yes danilam, it's available in replay as well, did you download then both Level 1 and Level 2 data?

Are you printing from an indicator or strategy?

Do you load historical data before the replay portion takes over?

[danilam]

Yes, I downloaded both level 1 and 2.
I work with an indicator.
I currently don't have any historical data before replay starts. Is it necessary? Never would thought of that.

Thank you for further clarification.

[NinjaTrader_Bertrand]

Yes, I downloaded both level 1 and 2.
I work with an indicator.
I currently don't have any historical data before replay starts. Is it necessary? Never would thought of that.

Thank you for further clarification.

Yes, please try running the same test replay with with historical bars loaded before the replay takes over.

[danilam]

Thank you for exact explanation, Bertrand. I'll try to work out somehow.

However, is it considered as normal behavior? For me, it's kind of bug, I would say I just don't see how historical candle data has something to do with market replay, and more over with onMarketData method. Can you, please, list it as suggestion with tracking number (or i'm not sure how it works here, sorry)?

Thanks.

[NinjaTrader_Bertrand]

Yes, that would be considered working as expected, so there's no bug involved here but a limitation that you unfortunately hit with your setup. I will forward this for sure as suggestion for development to look into to further enhance NinjaTrader, once we have the tracking # I'll share it here.

Thanks again,