Market Replay data - when is it created?

[saroj]

Actually IS the next day and still no access to Replay data

I have again, closed and reopened NT... rebooted and opened NT... still no access to data for 10/1 and 10/2 (aside from a smattering of ZN data which doesn't interest me for playback.

In the screen shot below you will see the folder contents for 20091001 Do you name the files with the date opened rather than reflecting the latest date that is included in the file. I find this confusing; but I can live with that if I understand how NT collects data (which for some reason NT staff think should be kept secret).

You will see individual instrument files for:
ES 12-09.nt2 last modified at 10/1/2009 11:29 AM 4,409KB
6B 12-09.nt2 last modified at 10/2/2009 5:24 PM 11,325KB
YM 12-09.nt2 last modified at 10/2/2009 5:24 PM 15,401KB
CL 12-09.nt2 last modified at 10/2/2009 5:24 PM 44,611KB
ZN 12-09.ntm last modified at 10/2/2009 5:24 PM 4,543KB

Why is ES 12-09.nt2 data cut off at 10/1/2009 11:29 AM when it was included in my Market Analyzer window beyond that time?

Why are there no replay files for the other symbols included in Market Analyzer over the past week or so: 6E 12-09, EMD 12-09, NQ 12-09, TF 12-09

I was told that if an instrument/contract is included in Market Analyzer, the data is collected. Is that no longer true?

In any case I had charts open for CL the entire time so that data at the very least should be available for replay.

Note that the only instrument that is showing up as "available" is ZN which is the only file that is an *.ntm file. Is that the clue?

On what basis does NT "decide" to record data as ntm rather than nt2? Is that under user control? How does it affect market replay?

nt2 data previously was available for Market Replay. I upgraded to NT 6.5.1000.13 a few weeks ago. Was there a change in that version? I don't recall having such problems doing market replay prior, but I don't have a clear recollection.

Looking forward to your answers, and especially to being able to use Market Replay again.

[NinjaTrader_Kyle]

Hi Saroj,

Thank you for your reply.

Please change the date of your PC's clock to tomorrow.

[NinjaTrader_Kyle]

Hello Saroj,

Please continue to work with Bertrand in the original thread and refrain from creating addition threads for the same issue so as to keep the case history intact in a single location.

You can find your original thread here: http://www.ninjatrader-support2.com/...ad.php?t=18547

[saroj]

Hello Saroj,

Please continue to work with Bertrand in the original thread and refrain from creating addition threads for the same issue so as to keep the case history intact in a single location.

You can find your original thread here: http://www.ninjatrader-support2.com/...ad.php?t=18547

ok... are you going to move these over to that other thread?

[saroj]

Hi Saroj,

Thank you for your reply.

Please change the date of your PC's clock to tomorrow.

I did that but it didn't change anything.

I opened NT today to test something... couldn't get replay to work so I connected live with my broker... now I see that I have a 10/3 folder... however it is mixed nt2 and ntm files... also does NOT include market analyzer data in it...

Here are today's posts (different thread): http://www.ninjatrader-support2.com/...71&postcount=3

[saroj]

now what?

ok... are you going to move these over to that other thread?

Well... I again tried to do replay thinking that the new (as of mid day today) folder of 10/3/09 would have the 10/2 data.. there is no 10/2 folder but I thought maybe it was incorporated with 10/3 since 10/3 is a Saturday (today). Attached is the result... also you can see by the file sizes that they don't have much data...

So... where is the 10/2 data?

[saroj]

ZN replay working; the others in the 10/1/09 file don't

Well... I again tried to do replay thinking that the new (as of mid day today) folder of 10/3/09 would have the 10/2 data.. there is no 10/2 folder but I thought maybe it was incorporated with 10/3 since 10/3 is a Saturday (today). Attached is the result... also you can see by the file sizes that they don't have much data...

So... where is the 10/2 data?

ZN was the only instrument recorded as ntm; all the rest were recorded as nt2; I'm pretty sure that I didn't have a ZN chart open as I rarely do; but it was one of many in the Market Analyzer.

[NinjaTrader_Bertrand]

saroj, NinjaTrader records two kinds of Market Replay files, Level 1 (ntm) and Level 2 (nt2) files. For recording Level1 data a Market Analyzer window with the instrument(s) applied or charts would be sufficient, for Level 2 data recording please also open a DOM for each instrument you intend to record.

[saroj]

you ansered just one minor post... please answer ALL

saroj, NinjaTrader records two kinds of Market Replay files, Level 1 (ntm) and Level 2 (nt2) files. For recording Level1 data a Market Analyzer window with the instrument(s) applied or charts would be sufficient, for Level 2 data recording please also open a DOM for each instrument you intend to record.

My post regarding ntm & nt2 was ONLY to try to understand why Market Replay was NOT working... I am STILL having great difficulty running Market Replay... which I have taken considerable time to document and detail out the problems. It remains sporadic... even with restarting NT; rebooting; trying different dates... it works maybe 1 times out of 10. Some of my questions date back to July... I am still waiting for answers... but MOST importantly, I can not run Market Replay...

Here are links to posts containing Market Replay questions which have not yet been answered.

In this thread:
#22 - ZN replay working; the others in the 10/1/09 file don't (the "real" question is 'why is the symbol with the ntm file the only one that will do Market Replay)
#21 - now what?
#20 - I did that but it didn't change anything.
#14 - Market replay not replaying
#15 - Data Available shows data available, but MR still not working
#16 - Still no access to Replay data

How can I replay TODAY? When is TODAY’S MR data available?
link--> http://www.ninjatrader-support2.com/...74&postcount=1

What do I need to do to do market replay on today's data before midnight?
link--> http://www.ninjatrader-support2.com/...8&postcount=11

When is TODAY’S MR data available?
link--> http://www.ninjatrader-support2.com/...74&postcount=1

When is the "day" considered complete?
link--> http://www.ninjatrader-support2.com/...85&postcount=9

How are the MR files named?
link--> http://www.ninjatrader-support2.com/...74&postcount=1

[NinjaTrader_Bertrand]

saroj, thanks for the detailed post, let's take this one step at a time -

1. Can you please send me the 'not working' replay file via YouSendIt to support at ninjatrader dot.com? Where are you attempting to replay on? For the DOM, you would need recorded Level2 data...

2. Not sure what you mean, I just tested on my end, recorded 5 min ES ZenFire data, then disconnected form ZenFire, connected to Market Reaply of today's data - works, right click in the replay control to see what is actually available.

3. Market Replay data is available after you disconnect form the realtime connection used to record the data to be replayed later, thus the respective ntm and nt2 files in today's data folder will be updated and can then be replayed.

4. For the replay issues you list, please pick one case that shows the behavior you get and send me reproducible steps including the replay file to support at ninjatrader dot com Attn Bertrand.

5. Market Replay will get significant enhancements for NinjaTrader 7 - for example overnight replay (spanning multiple days) will be supported as well as we plan to offer downloadable replay files for popular futures markets - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

General Market Replay Enhancements
- Overall performance improvements
- Data files are now always split at midnight US ET
- All recorded replay data files are now aggregated into a single replay session on connect allowing for continuous replay across all available days
- Chart draw objects added to a chart during replay are now removed on rewind

[saroj]

see my post #14

saroj, thanks for the detailed post, let's take this one step at a time -

1. Can you please send me the 'not working' replay file via YouSendIt to support at ninjatrader dot.com? Where are you attempting to replay on? For the DOM, you would need recorded Level2 data...

2. Not sure what you mean, I just tested on my end, recorded 5 min ES ZenFire data, then disconnected form ZenFire, connected to Market Reaply of today's data - works, right click in the replay control to see what is actually available.

3. Market Replay data is available after you disconnect form the realtime connection used to record the data to be replayed later, thus the respective ntm and nt2 files in today's data folder will be updated and can then be replayed.

4. For the replay issues you list, please pick one case that shows the behavior you get and send me reproducible steps including the replay file to support at ninjatrader dot com Attn Bertrand.

5. Market Replay will get significant enhancements for NinjaTrader 7 - for example overnight replay (spanning multiple days) will be supported as well as we plan to offer downloadable replay files for popular futures markets - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

General Market Replay Enhancements
- Overall performance improvements
- Data files are now always split at midnight US ET
- All recorded replay data files are now aggregated into a single replay session on connect allowing for continuous replay across all available days
- Chart draw objects added to a chart during replay are now removed on rewind

for your item #4, see my post #14

[NinjaTrader_Bertrand]

Thanks, got your notes to support, will review and respond.

[pbz1111]

I haven't tried recording myself, but I was able to work with the data from Big Mike: http://forum.bigmiketrading.com/free...jatrader/misc/

I agree with the part that it's a bit of a guessing game where the data is as there is no visual indicator (that I could find). To find data I fast forward and monitor activity on the Super DOM. I hope this helps.

[NinjaTrader_Jason]

Hello pbz1111,

You can right click the Market Replay control and select 'Available Instruments'. You will see for what instruments you have recorded data and for which time frames.

[pbz1111]

Hello pbz1111,

You can right click the Market Replay control and select 'Available Instruments'. You will see for what instruments you have recorded data and for which time frames.

Hi Jason,

The problem with the available instruments is that it doesn't tell you the date, only the time. When you have a recording that spans several days the beginning and ending times are useless. For example, in one recording I have the beginning time 3:00 AM and the ending time 1:20 AM. Of course those are for different days since it wouldn't make sense for it end before it starts