Market Replay Bug

[un$ane]

My charts stop updating between 9:00pm and 12:00am every day when replaying market data...The time on the Market Replay control window advances, but there's no updates sent to my charts. My computer's timezone is set to Arizona.

Here's how you can replicate the problem:
- set your computer's clock to Arizona timezone
- record a couple days of data (ES 06-11 ETH)
- replay

HTH

p.s. I can send you some .ntm files if you want too

[NinjaTrader_RyanO]

Hi un$ane,

Thank you for your post.

In testing this issue I am unable to duplicate it. I have downloaded replay data for the past few days (23-25 of May), and then changed my clock, and then played the replay data that starts at 9:00 PM with the ETH template.

Since I am unable to duplicate the issue can you please close NinjaTrader and sync your PC clock. You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

Then please go to the My Documents > NinjaTrader 7 > db > data folder and then open the folders for the days when this has been occurring to remove the ES ntm and nt2 files.

Then within NinjaTrader please download data to replace the data you removed.

[un$ane]

Do you mean you downloaded Historical data? How do you download Replay data??? Please escalate this issue if you're confused.

[NinjaTrader_RyanO]

Hi un$ane,

If you go to File > Utilities > Download Replay Data you will have the ability to select an instrument for which to download .ntm and .nt2 files from the NinjaTrader servers. Since we removed the data that was present in your current installation you will replace it with this process of downloading replay data.

[un$ane]

Ok...But that doesn't solve the problem when I'm storing market replay data locally. Is this a know bug, or are you planning on removing the local option and replacing it with the NT server download option only? This issue has been reported by other users on this forum, but got mangled by confusion.

Try my steps above to replicate the problem and you'll see for yourself.

I think it's important to record the data locally (w/ PC Timezone offset) to expose the bug.

How else could you explain the start/stop of updates b/w 9:00pm and 12:00am exactly...everyday.

[NinjaTrader_RyanO]

Hi un$ane,

Can you please clarify which data provider you are using because I would like to record replay data overnight this evening using your same settings to test this issue further.

[un$ane]

CQG ES 06-11 ETH...I'm pretty sure it does the same on my Zen-Fire connection too.

[NinjaTrader_RyanO]

un$ane,

Thank you for that clarification. I am currently in the process of recording the data with my clock set to the Arizona time zone and once I have recorded the data for the times in questions I will follow-up with my findings.

[eitankle]

I encountered a similar problem:
I am recording the 6E for a week now, and when I tried the market replay it seems like for several hours it does snot update any chart.
The data seems to exist and the market rpelay itself shows a progress, but the charts just wont update.
I am connected to IQ Feed with latest Ninja Trader 7 (64 bit).

[NinjaTrader_RyanO]

Hi eitankle,

With my tests the data recorded and played on the charts as expected, and so I am curious if when leaving your connection running to record data from the overnight session if you look at the Log tab in the Control Center if there are any Lost Connections, or if your PC hibernates during the evening when recording replay data overnight.

[eitankle]

Hi,
There is no connection loss in the logs.
It is not only on the night session.
On the May 26 I recorded the entire day. At midnight as the clock switched to May 27,
I disconnected from IQ Feed.
I am located in Israel, for me 6E goes down for a hour (this is 17:00 EST).

I know that the session was fine because I was wacthing it during the day and placing sim trades.

After midnight I wanted to do some checkings on the recorded data, but it seem to not work.
The chart was showing data only until 7:00 AM May 26, while the replay seem to be working fine and advancing all the way until 23:59.

I also checked ninja logs and there is no connection loss and I double checked the options and ninja is indeed set to record the market (and as it seems it did record something, it just not playing it).

[un$ane]

Same here...Ryan, my only suggestion is to ask other experienced Market Replay users if they are noticing it as well. Good luck.

[NinjaTrader_RyanO]

Hi eitankle an un$ane,

Could you go to Documents > NinjaTrader 7 > db > data and then for the past days this has occurred in those folders attach your .ntm and .nt2 files as I would like to test those files on my end.

[un$ane]

I'm getting this error when trying to attach 10MB zip file...

Your submission could not be processed because a security token was missing.

If this occurred unexpectedly, please inform the administrator and describe the action you performed before you received this error.

[NinjaTrader_RyanO]

Hi,

There is a limit to the file size you can post, and so can you please send an email to support[at]ninjatrader[dot]com from www.filexpressit.com, ATTN RyanO, and please reference this thread.

That will enable you to attach the full file and allow me to download them and test on my installation.