I've noticed that before the instrument rollover period, that there was a .nt2 file approximately 30mb in size and a .ntm file about 3mb in size in the ...\db\data folder by date.
During this transition period, while I've been able to run the strategy against the live data OK, sometimes there isn't a date folder created in the \db\data folder at all while at other times, a date folder is created but only contains the .ntm file with the larger .nt2 file (tick data?) not there.
Any thoughts ?
P.S. I couldn't run Market Replay against just the .ntm file over the last few days yet, today I was able to...
Confused..
Thx in advance