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Market Replay Data

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    Market Replay Data

    1. If you want to have market replay data recorded for 5 different instruments do you need to have a chart open in the workspace for each instrument while recording? Is there a limit?

    2. Is the replay data tick? When you decide to replay the data can you open a several charts in the workspace with different time frames?

    Thank you

    #2
    1. I'm currently doing this by having Time & Sales windows open for every instrument I'd like to record, maybe even having it listed in the market analyzer window would do.
    <<Tested it and works so far.>>

    2. Guess so, but not certain.

    It's a very nice feature, but there're still things that can be improved, like reconstruction from historical tick data.
    Last edited by Rollins; 12-05-2007, 03:54 PM.

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      #3
      1. You can also open a market analyzer window, add all the instruments you want to record.

      2. Yes, its tick level data and any time frame chart can be built.
      RayNinjaTrader Customer Service

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        #4
        Hi,

        I've got about 20+ instruments in my market analyzer with MB FX as my connection on NT 6.5. I'm missing big chunks of data if I throw up a chart of one of the instruments, although I have my computer up running 24/7. I dunno if this is intended and if my replay data is affected because I haven't checked yet. Also my daily charts haven't been updated since I dropped my eSignal feed, which doesn't concern me, I am just reporting it.

        Cheers,
        Attached Files

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          #5
          I've added another screenshot to demonstrate more clearly that 2 days are missing.
          Attached Files
          Last edited by Rollins; 12-13-2007, 02:28 AM.

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            #6
            Running market data recording for more than 24 hours likely will not work.

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              #7
              Yes probably, but the data of the instruments from my market analyzer window are also partially missing from the database. Maybe having an indicator in the market analyzer window will make a difference, but I am only guessing here.

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                #8
                Yes, having an indicator will ensure that historical data is recorded to the database for charting, different than replay data.
                RayNinjaTrader Customer Service

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                  #9
                  Thank you Ray, that confirms my observation .

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