Market Replay: gap in prior historical data

[Azash123]

Hi,

Whenever I record data and then replay them with Market Replay, there is a gap prior to the beggining of the recorded data. [Historical data....gap...recorded data]

I confirmed I have that data in my database, tried to download them again, didn't help.

Would you be able to help me?


Thank you.

[NinjaTrader_Kyle]

Hi Azash123,

Thanks for reporting this issue.

Assuming that Friday's data (starting at midnight, let's say) was recorded, can you clarify for me where I would see the gap?

[Azash123]

Hi,

I haven't found a pattern in the behaviour of the gap, I've only tried it in three consecutive days and always saw that something is wrong. I will look into it more on monday, since I can not record any data over the weekend. I will provide pictures and details about the issue.
I didn't wait with the post 'till monday though because I was thinking it is some common trivial problem.

Anyway, I was recording data from cca 13:00 (GMT+1) until 17:00, then replayed it and there was missing historical data from cca 6am until the recorded data.

I know it is possible to download the data from you, but that has rounded pips, I need precision of tenths of pips, so I fully depend on my own recording of Market Replay.

Thank you for your help,
Azash123

[Azash123]

Hi. here are some images of my issue with replaying data.http://imageshack.us/photo/my-images...laytimegap.jpg and http://imageshack.us/photo/my-images...aytimegap2.jpg and http://imageshack.us/photo/my-images...aytimegap3.jpg
Those are the gaps in time I'd like to get rid of. Can you help me?

[NinjaTrader_Kyle]

Hi Azash123,

Thanks for providing those images.

As it's critical that you use recorded market replay data, there's likely little we can do to address the existing files if this is a data error as there is no source from which to reload the data. That said, I'm not yet sure that's what we're looking at here.

What session template are you using in your charts? To check, please right click in the chart and select 'Data Series'. You will find the session template setting on the right side of that menu.

[Azash123]

I've tried 24/7, 24/6, default instrument template and Forex template(The chart is GBPUSD), neither did help. Would you be able to explain me in details how exactly does market replay work? I'd really like to solve this problem, but so far I can not think of any solution. I noticed that when I scroll from one recorded session to next, the previous missing data is additionally filled and new historical data prior to the recorded data stops at 6am until the recorded data(same day).

In example: historical data until 6am, then gap, then recorded data, then I scroll to next recorded data and the previous time-gap gets filled, but the historical data again stop at 6am, until the recorded data starts.


Thank you for your help.

[NinjaTrader_Kyle]

Hi Azash123,


There's really not much to the recording of data - when the record option is enabled, NinjaTrader will record data for the instruments you display while the connection is active.

Do you have a complete historical data set for the time you're trying to replay? This is separate from the replay files themselves - for instance, if you do not connect to any data provider and load a chart, do you have data for the full day's which you're replaying?

[Azash123]

Yes I do, I've also tried to download them again from different provider. I think the clue could the fact that the gap is always the same day from 6am until the recorded data starts and then the gap gets filled, after I rewind the player to next recorded data(or next gap, point of view, but maybe important thing).

[NinjaTrader_Kyle]

Hi Azash123,

I realize that the NinjaTrader-recorded market replay data isn't what you're looking for, but could you try downloading data from an instrument you're not recording and tell me if you see the same behavior? (this will help us to separate the replay function from the data which is being replayed.)

[Azash123]

Good suggestion. I deleted my recorded data and downloaded yours. 17.8.2011 6:00:00 - 18.8.2011 5:59:59, then 1.9.-2.9 same times, then 4.9.2011 22:57:48 - 5.9.2011 5:59:54(weekend, trading starts 23:00 Sunday my timezone for me), then 5.9.-6.6. again from six to six. I see that it considers the "day" from 6am my timezone. There is no gap, however the gap in my replay was always from 6am until the recorded data! This leads me to believe that the problem is in perception of time, not the data. Although there were no gaps, it is probably not a coincidence that both the gap in my replay and the day from your data start at 6am.

[NinjaTrader_Kyle]

Hi Azash123,

Which timezone does your PC use?

[Azash123]

Hi,

I am located in Prague, so GMT+1 (and +1 DST now)

[NinjaTrader_Kyle]

Hi Azash123,

When you get a chance, I'd like to take a look at two days worth of replay data which you yourself recorded. Are there any two days we should focus on specifically? If not, just let me know which two you want to use and I'll provide instructions for you to use in providing me with a few other items.

[Azash123]

Any day is good as the other since it happens every time. My intention is to record daily GBPUSD UK/US overlap session, 13:00-17:00 my time-zone. Let me know what should I do to provide you with informations leading to possible explanation.

[Azash123]

Hi, I've just discovered one more thing that might be important. I include images. http://imageshack.us/photo/my-images...eplaygap4.jpg/ and http://imageshack.us/photo/my-images...eplaygap5.jpg/

I downloaded NT on different computer, tried it all here. Same issue, but... I noticed that when I open the market replay chart and just hit play, the chart thinks that the data start from 6am.(see first image). When I move anyhow with the chart(re-size, scroll through time, adjust scaling), it then recalculates the time in time-axis, but doesn't additionally fill the hole, therefore creating the "gap".