How can I record live data during the day for playback later?

[patpat]

I hope you understand the question. I know how to download data after the day is over, and replay it. But the bars in the downloaded data do not resemble the bars that occurred during the live market. So for the purposes of study, I need the market replay data to look just like the live data. Is there a feature where I can record the live data during the day? Thank you.

[NinjaTrader_ChrisSch]

Hello patpat,

Thank you for your note.

Yes, you can enable this feature by navigating to Tools > Options > Data > Record for Market Replay

Please let us know if we may assist further.

[patpat]

Thank you, I am recording it now. Is there any differences between replaying data that I recorded live and data that I downloaded? When I want to replay the latter, the file is stored at Documents => Ninja Trader 7=> DB=>Data. Does replaying recorded data operate the same way as replaying downloaded data?

How does Market Replay differentiate between downloaded data, and data that was recorded live? Sorry if this seems like a dumb question.

[NinjaTrader_PaulH]

Hello patpat,

Thanks for your reply.

The market replay data that you download should look the same as recorded live, after all it is recorded in the same manner but on our servers.

Market replay based data is a completely different file type than historical data.

You are welcome to record the data if you prefer but if you do not run the data 24 hours a day you will experience data gaps which may or may not be important to you depending on what you are doing with the data.

If you find that you are having different looking charts, please post a couple of charts that show the live verses replay. Please be sure to show the time base as well as the price scale and the instrument and bar time frame data on the chart.

[patpat]

Ok I will post a couple of charts later, thank you. There is a huge difference between the live data, and the Market Replay data that I download. I use a 2000 tick chart. The differences in the candles (and thus the set-ups) makes the downloaded data almost useless to me for study purposes.

[NinjaTrader_PaulH]

Hello patpat,

Thanks for your reply.

One test that you can perform now would be to take a screenshot of your charts and then on your chart, right mouse click and select" Reload all historical data". If your chart appear different after a historical reload, then the issue may be related to your PC clock.

[patpat]

Thank you, I did a historical reload, and the chart reappears the same. The difference between the live data and the downloaded replay data isn't major, of course. It's minor differences, but they make a big difference to me. For example, I might get a really bearish bar with a lot of stem on the live data. but on the downloaded replay data, it is basically an inside bar, or a side by side bar. My live chart looks almost exactly like Mack's chart that he uses in his lessons. So when I replay the data to practice my trades, I need the data to look very similar to my live chart (and Mack's lesson chart). But as I stated, the candles are often different on the downloaded data which changes the trade, and my ability to practice. Are you saying there shouldn't be this types of differences between my live data, and my downloaded data? How would you suggest I fix it? Thank you.

[NinjaTrader_PaulH]

Hello patpat,

Thanks for your reply.

That is good that reloading your data does not change the appearance and this suggests that your PC clock remains in sync.

Using Tick based bars can present differences if the session start times are not the same (from playback to live and vice versa) as a session break is where the bar would begin to build from. Can you advise a specific set of day(s) where the charts do not appear the same and advises the session template that you are using on the chart? If you are using a different workspace for playback, please be sure to check the session template for that chart as well as your live chart. The session template can be found when you right mouse click on the chart and select "Data series". In the data series window, locate the row "Session template" If you have not changed it, the row should show "<Use instrument settings>", or else it will show the specific template if you changed it.

What data feed do you connect to for your live data?

What specific instrument and contract are you looking at live data and then downloading the data of?

For reference, what Ninjatrader version are you using? (Look under help>About, it will be something like 7.0.1000.xx, need to know the xx).

It would be helpful, when you can, to post chart examples that shows the specific differences, referencing time of day, date and instrument.