Market replay help

[vast524]

I always seem to have trouble getting it to work.
I have replay recorder ticked on, and there is a data file. But when I connect to it, my charts don't work
I open a new chart and it loads to the previous day. I press play I get no data.
When I right click on it and choose instruments there is nothing there.
Any ideas would be appreciated.
I have not closed all my charts. Just closed the one I wanted to use and then made a new chart.
I notice that all my charts have the date of the previous day the I chose.
ie. Replay data file 2009-05-21. All my charts have 2009-05-20
I am sure there is something silly that I am doing
Regards

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Data is only recorded if you have a window up receiving live data. I recommend using the Market Analyser as you can create a list of instruments to record for later playback.

Also, try advancing the Replay bar forward to see if the chart ever starts replaying.

[vast524]

Hello,

Thank you for your post.

Data is only recorded if you have a window up receiving live data. I recommend using the Market Analyser as you can create a list of instruments to record for later playback.
I have a 1min, 5min, 15min 610T chart all on the ES 06-09 contract. There is a data file with this date in my ninja db folder. It is around 8.5Mb.
I am trying to replay the 5min data


Also, try advancing the Replay bar forward to see if the chart ever starts replaying.

I did this and nothing happened.

[NinjaTrader_RJ]

I did this and nothing happened.

Can you try right clicking in your chart and select Format Data series?
Then change the start date and last date to 5/21 and see if any data plays.

[vast524]

It will only let me choose the day before the file date.
Also, I am wondering is it because I am trying to load todays data?
Or this should not be a problem?
If I right click on the replay slider and choose instruments. There is nothing there.

[NinjaTrader_RJ]

"If I right click on the replay slider and choose instruments. There is nothing there."
---> This means that your data is NOT being recorded.

-Verify you have "run market replay recorder" checked under Tools --> Options --> Data
- Make sure you have a chart, superDOM or Market Analyzer open and collecting data.

Please test this again and see if instruments show up in the replay recorder.

[vast524]

As I have stated previously I have done all this. There is a folder called 20090521 in the \My Documents\NinjaTrader 6.5\db\data\ folder.
Inside it, it has a file called: ES 06-09.nt2
It is 8.19Mb in size.
Is there a way to read this file other than using Ninja. ie to check whether it is corrupted?
I opened it in Word, but it is in code. But there is defiantly data there.
Regards
PS. I have opened the previous day and it seems to be working. Has it got to do with the fact we have not ended the 20090521 yet?

[NinjaTrader_Bertrand]

vast524, we could check your recorded file on our end for you - for this you would need to send it to us via YouSendIt to support at ninjatrader dot com and reference this thread. Are you using a brand new chart to test this as outlined in the help guide? You should be able to replay any day's date if the correct settings are applied and data has been recorded successfully.

[vast524]

Thanks for the help. The older files seem to be OK. I have no idea why yesterdays didn't work.
At least I got it going.
Regards

[saroj]

How to collect replay data while DOING a replay

Since I'm not connected to a data feed while actually doing a replay... do I have to use a different computer to collect data while doing replay?

Is there anyway to "fill in" data for replay in case I have an interruption with NT? like it freezes up and I have to restart or I lose power?

Does NT collect data for common futures that I can download onto my computer?

[NinjaTrader_Jason]

Hello saroj,

I am not sure if I follow. You want to re-record the data you recorded with the Market Replay?

Unfortunately it is not supported to fill in gaps as per the Market Replay.

We do not collect any Market Replay data on our end. However, you might want to check the forum thread below.

http://www.ninjatrader-support2.com/vb/showthread.php?t=12222&highlight=market+replay+files

[saroj]

Jason... Thanks for your reply. I mistakenly thought I could only be connected to one feed at a time... (I'm a new user)... lying in bed late last night ) I remembered hearing one of your trainers saying I can be connected to multiple feeds so I can continue to collect actual market data while I'm doing a replay.

I'm still not sure how I can fill in gaps during outages or lock-ups...
first issue is how do I even know that there are data gaps. a granular chart will show this for active market periods so unless you have a better idea, I'll use that. I've been an Ensign Windows user for years so I'm accustomed to see the fine historical data display that Howard designed.

The second issue is what do I do about it. I'm still learning about how NT handles the cache and data store for historical data, but it doesn't seem very accessible to me at the moment.

Finally I have seen folks in this forum recommend using Market Analyzer to capture data, yet the documentation states that the cache is limited to 100 bars if that is not changed by the user. I hesitate to have a lot of charts open simultaneously out of concern for bogging down my computer as I have seen happen frequently since starting to use NT.

[NinjaTrader_RJ]

Hi Saroj,

1.) You cannot "fill in gaps" with Market Replay data as it records what it receives live. Replay files are located at \Documents\NinjaTrader6.5\db\data, so it is possible to share data if you know another user that will provide it.
-As long as your data provider provides historical data, you can right click and select "Reload Historical Data" to fill in any missed historical data. (This is different data than Market Replay data)

2.) Not sure exactly what you are asking to do here. You can access the historical data by going to Tools --> Historical Data --> Export and you can view/edit this in .txt format. More information on:
Export: http://www.ninjatrader-support.com/H...V6/Export.html
Import: http://www.ninjatrader-support.com/H...V6/Import.html

3.) The 100 bar lookback period is irrelevant for Market Replay Data as it records only live tick data. You can use the Market Analyzer to record, which we recommend.

[saroj]

more on... how to continue to get LIVE data while doing a market replay

Here's the thing... (having to correct my previously incorrect "correction")...
NT does NOT allow me to be connected to BOTH my data feed (zen fire) AND the market replay data... SOOOOO while I am doing a market replay, NT is NOT recording any data.. right? so there is a gap... so my question is... How do I fill up those gaps in data being recorded? Now Jessica mentioned today that when I reconnect to zenfire that "missing" data is refreshed and combined into the data store... is this correct? and how far back and how much? Can I run NT on two computers and move the live recorded data over to the other computer to run market replay? seems so...

[NinjaTrader_Jason]

Hello saroj,

Correct, when connected to the Market Replay, you will not record any data, since you are not connected to a data feed that provides real-time data in NinjaTrader to record.

Since you record incoming real-time data, it is not possible to fill the gaps in existing Market Replay data.

Correct, you can connect to Zen-Fire to load historical data. However upon re-connecting to the Market Replay, it will replay the session you recorded.

Unfortunately I am not sure how much historical data is exactly present. I suggest to test this on your end.

Yes, you can transfer recorded Market Replay data. Make sure to copy the files at the exact same locations using the same file structure.