NetChange Column during Market Replay

[morpheus]

Hello morpheus,

Thanks for your reply.

Market replay records each tick. This tick information is used to create OHLC for you bars. NetChange is calculated off the Open price listed in the Orders tab of the Control Center which is reported by the broker. Market Replay does not have this information.

Got it. Thanx so much!

[NinjaTrader_Brandon]

Hello morpheus,

Thanks for your reply.

Market replay records each tick. This tick information is used to create OHLC for you bars. NetChange is calculated off the Open price listed in the Orders tab of the Control Center which is reported by the broker. Market Replay does not have this information.

[morpheus]

Hello morpheus,

Thanks for writing in.

Market Replay data only records real time data for replay. The information isn't available in Market Replay for NetChange to be calculated.

Thx for the quick reply. Just to make sure I understand your response, I think this means that the real time data that Market Replay captures does not include session OHLC data. Is that correct?

[NinjaTrader_Brandon]

Hello morpheus,

Thanks for writing in.

Market Replay data only records real time data for replay. The information isn't available in Market Replay for NetChange to be calculated.

[morpheus]

Hi,

I've searched the forum and cannot find any reference to this topic.

I've noticed that when I use the Market Analyzer during a Market Replay session, the NetChange column has no values. The NetChange values display properly during a real-time Intraday session, but never during Market Replay.

Is this expected behavior? And if so, why? I thought that Market Replay data includes prior session OHLC data that the NetChange calculation needs. If not, please straighten me out.

Thx.