Market Replay Files

[gg80108]

Is there a limit to the number of market replay files I can have? Seems to stop at 5 day/files.

[NinjaTrader_Bertrand]

Hi gg80108, I am not aware of any Market Replay file limit - what type of error do you get?

[gg80108]

No error,, just no file for today when I connect , Market Replay Connection.

[NinjaTrader_Bertrand]

Are you sure you had the Market Replay recorder running today with charts opened and a live data connection running? Thanks!

[gg80108]

Yes, box was checked and zenfire running.. I don't have to shut down NT every night to get it to record?

[NinjaTrader_Bertrand]

Ok, but did you also have any charts or Market Analyzer pages with your instruments and intervals on it open? You can try disconnecting and going to Tools > Options > Misc. Then repair your DB, restart NinjaTrader and connect to your Market Replay connection.

[gg80108]

Yes had my normal charts open,, same setup as when I got some replay files.
The repair db worked file there now.

[NinjaTrader_Bertrand]

Great thanks for reporting back and good evening!

[grose]

Hi Bertrand,

I'm just starting with Market Replay and found this thread via a search. I now have the recorder function active. There are two instruments (ES and YM) that I typcially have open in various intervals (75, 100 and 300 ticks and 1m). I had a couple of questions:

If I disconnect before the market closes, and reconnect the next day, does the recorder back-fill the hole in the data? If not, is that the purpose of the repair db function, and then if not, how do I make sure my recorder files are contiguous?

Also, what is the granularity of the recorder? If I have the ES open in two charts, one 75T and the other 300T, what the recorder record -- two files, or one file with a 1T granularity?

Thanks,

Gordon

[NinjaTrader_Jessica]

Thank you for your post.

It will only include data from when you are connected and have the recorder running, and it will not backfill. So you need to run the Market recorder as long as you want the data.

It will record the smallest available increment (depends on your data source) for each selected instrument. Meaning you would be able to do both your 75 and 300T charts off the same recording.

[snaphook]

I am building a utility to create a .csv file from data collected during real time market activity using streamwriter. It seems to work great and I would like to run prior market replay files at high speed, however, it tends to miss signals at higher than normal speed, especially in fast markets.

I was wondering if NT processes each and every tick at, say, 100x speed or if it compresses time to accommodate? Calculate on Bar Close is set to false.

Also, is there a way to run multiple files sequentially?

Snap

[NinjaTrader_Bertrand]

Hi Snap, every recorded tick is run in Market Replay mode. Are you running a strategy or indicators on CalculateOnBarClose = false?

Unfortunately there is no batch mode for the Market Replay connection, thanks for the idea!

[snaphook]

I'm running it as an indicator.

[NinjaTrader_Bertrand]

I am not aware of why you would miss signals then, othen than this is maybe to fast to identify those. Does it depend on the replay speed setting?

[snaphook]

I will test it this w/e at different speeds to see what happens.

Thanks,
Snap