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MarketData Function not Updating During Market Replay

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    MarketData Function not Updating During Market Replay

    I've written a .Net app that submits orders through ATI and I'm testing it using Market Replay. The only issue I'm having is that the MarketData function appears to return that last price correctly on the first call (as per the Market Replay data), but then continues to return that same price even after Market Replay has moved on to a different price. Is there a way to force NT/ATI to return the "current" last price as per the Market Replay? It probably works fine in the live market, but it would be REALLY nice if it worked the same in Market Replay.

    Thanks!

    // Follow-Up #1 - The MarketData function appears to be returning 603.94 during Market Replay regardless of how many times you call it.

    // Follow-Up #2 - This function returns 603.94 (for AAPL) in all cases. I even logged onto my live Interactive Brokers account and tryed it. Same result. Very strange since AAPL closed at 605.88 on Friday.
    Last edited by LeeMellinger; 07-08-2012, 04:43 PM.

    #2
    Hello,

    Thanks for the forum post.

    I'm checking on this for you will return shortly.

    -Brett

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      #3
      With your follow up 2 your saying that on a live account you are not getting the results you expect with live data from AAPL from market open? No market replay involved here?

      -Brett

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        #4
        Originally posted by NinjaTrader_Brett View Post
        With your follow up 2 your saying that on a live account you are not getting the results you expect with live data from AAPL from market open? No market replay involved here?

        -Brett
        Fixed! - I found a post that gave me a hint and I noticed that it seems to work in debug mode in VS. You need to wait about 1/2 second (500 mls) after calling SubscribeMarketData before calling MarketData. It seems to work consistently now.

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          #5
          Glad to hear.

          -Brett

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            #6
            BTW... The ATI is really an awesome feature in NT. It allows developers to create sophisticated standalone apps with functionality that cannot be developed in a Strategy. Would definitely like to see the ATI expanded...

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