Market Replay gaps on forex charts

[fx.practic]

Hello.
I downloaded EURUSD replay data using File -> Utilities -> Dowload Replay Data (from 27.05.2011 to 01.07.2011).

When connected Market Replay Connection, I saw 1st screenshot: some data from May, than gap and complet 01.06.2011 data (1st of June).

Than I made GoTo 02.06.2011 23:55 and I saw 2nd screen shot - instead 01.06.2011 data there was gap between 30.05.2011 and 02.06.2011.

Than I made GoTo 03.06.2011 23:55 and I saw 3nd screen shot - instead 01.06.2011 and 02.06.2011 data there was gap between 30.05.2011 and 03.06.2011.

Can You, please, tell me how to see all data on chart?

[NinjaTrader_Kyle]

Hi fx.practic,

Thanks for posting.

When working with replay data, I find it easier to start with a smaller data set than an entire month. Let's start by re-downloading market replay data for each day of the week of May 27th.

After downloading that data, load a new chart and set the session template to 'Default 24/7'.

What results do you see with smaller, freshly reloaded data set?

[fx.practic]

Thank You very mach, Kyle, for your instant answer!

I did all You said. I, even, set time to EST (my Time Zone is GMT+2) .

Nothing changed. What else can we do?

P.S. Gaps appeared on NT 7.0.1000.7. On 7.0.1000.5 Market Replay worked strange a little, but there wasn't gaps from 27.05 to 06..06.2011

[NinjaTrader_Kyle]

Hi fx.practic,

Thanks for giving that a try.

Could you please connect to your real-time data provider and reload all historical data from the same period we just downloaded replay data for - then reconnect and try this once more?

[fx.practic]

My broker, MBT, don't give such amount of historical data, so I made experiment on August data.

First screen - MR connection, second screen - MBT connection.

I see problem in August too, but it differs from may problem:
- in May - June I can see only one day deep from current replay time.
- in August I can see continious history, but only after "magic date" 15.07.2011

I checked Range and Renko timeframes - they works like Tick timeframe.
I checked Minute and Day timeframes - they works fine everywhere.

[NinjaTrader_Brett]

Hello,

It looks like you have a 0 tick that is causing issue. This is data thats not actually in the market reply file most likely. Instead is the surrounding data used to fill in the historical data from MBT.


If you go to control center->tools->historical data manager and the edit tab and open the edit tab for the instrument in question for tick data. Do you see the 0 tick?

I look forward to assisting you further.

[fx.practic]

I deleted all historical data on May and June 2011 - broker data and replay data.

Than I downloaded replay data 25.05.2011 - 10.06.2011. Result is on screenshot - I can see only 1 replay day on chart now.

About Histirical Data Manager - it opens 1 currency pair for editing while 1 hour (approximately) - this is huge amount of time!! I want to report about it like about a problem.

Can we do something else?

[NinjaTrader_Brett]

Hello,

The data that displays in the chart is not in the data folder.

It is instead in the minute folder. Do you have this data loaded in the minute folder?

I look forward to assisting you further.

[fx.practic]

Don't quite understand, what You mean

The data that displays in the chart is not in the data folder. It is instead in the minute folder.

Here http://www.ninjatrader.com/support/h...nt7/index.html, in
Operations > Market Replay > Data Files says:

Market Replay data is recorded and stored in compressed files located in the <Installation Folder>\db\data folder.

The screenshot in previous post show c:\Users\Андрей\Documents\NinjaTrader 7\db\data\ folder. So, the chart displayed replay data from db\data\ folder.

Besides, I have no any other EURUSD tick May - June 2011 data on my PC. Only replay data in db\data\ folder.

[NinjaTrader_Kyle]

fx.practic

A mix of historical and replay data is shown in the chart. Historical data is saved in the folder Brett mentioned. Is data available in that folder?

[fx.practic]

Oh, I see: gaps in posts #1 and #3 was caused by historical (non replay) data. Historical data ploted before gap.

Than I deleted historical data, and we see no gap in post #7. Am I right?

But now I still have a question:
I have replay data from 25 May 2011 to 10 June 2011.
I connecting to MarketReplay, then making GoTo 03 June 2011 23:00:00.

The question: How many days I have to see on chart after these manipulations? (Now I see оn chart only one day 03 June 2011).

[NinjaTrader_Kyle]

Hi fx.practic,

Just to be clear, you're asking about data before or after the third of June in this example?

[fx.practic]

I am asking about data before the third of June.

I have some Market Replay history, than I make right click on "Replay control" and GoTo middle of that history.
How many days back I have to see on chart?
Only one day?
Or whole history from first recorded date to "GoTo" date?
I mean how NT have to work and does it work correct on my computer?
Is that correct, that I see only 1 day history?

[NinjaTrader_Kyle]

Hi fx.practic,

Thank you for clarifying.

As I understand it, this should also relate to what historical data is available. If you disconnect from all data providers and open the same dates in a chart, does data load in full?

[fx.practic]

Let's assume the case when I have only Market Replay data. And have no any historical data. And If I disconect disconnect from all data providers and open the same dates in a chart, I see blank chart with no data.