Market Replay not calling OnMarketData

[bi9foot]

Hi,

I have run into an issue with my indicator when using Market Replay connection. My handler for OnMarketData is not getting called all the time.

For example, If I replay the ES for Feb 8 2011 from 12:00am, the first call into OnMarketData doesn't come until after 8am. However, there are lots of trades in between 12:00 and when the indicator gets the first call to OnMarketData(). The supper dom is displaying the market depth and the last trade during this time, so obviously there are trades being fired that are not being sent to OnMarketData.

In fact it is easily recreated with the VolumeProfile indicator shipped with NT7. I am using 7.0.1000.2

Any ideas why this is occuring?

Thanks

[NinjaTrader_JoshP]

bi9foot,

Please ensure you are running your script on a chart with a session template that has 12:00-8:00AM within the session hours. Also, be sure to check that your chart actually has bars prior to replay start. That will ensure you receive all OnMarketData/Depth events.