Hi,
my problem is that when I open a chart for ES 06-14 and let the Market Replay run for the time from 2014-03-16 to 2014-03-24 I get a chart which looks very unrealistic, like the chart attatched.
I have a demo account from Amp-Futures with CQG as data feed. I set the MergePolicy to DoNotMerge because I firstly thought it is a problem with the rollover points.
I downloaded the replay data with the internal functionality of NinjaTrader and I also tried to download the data from marketreplaydata.com with the there provided tool, which results in the same behavoir.
And when I compared the files of "NinjaTrader 7\db\data" in my home directory via MD5 (bitwise comparison), I saw that the files from CQG and marketreplaydata.com are the same.
I also tried reinstalling NinjaTrader, cleaning up the cache folder and resetting/repairing the database, but the behavier is just the same.
Has anyone ever had a similar problem or maybe an idea whether it relies on erroneous data or its a bug of the NinjaTrader internal functionality? For me it looks like the Market Replay connection gets stuck somewhere and repeats itself, maybe caused of the expiration of the ES 03-14 on Friday, March 21. But thats very confusing because for my understanding the ES 06-14 shouldn't be affected in this way by the expiration from the prior contract.
Many thanks
Felix
my problem is that when I open a chart for ES 06-14 and let the Market Replay run for the time from 2014-03-16 to 2014-03-24 I get a chart which looks very unrealistic, like the chart attatched.
I have a demo account from Amp-Futures with CQG as data feed. I set the MergePolicy to DoNotMerge because I firstly thought it is a problem with the rollover points.
I downloaded the replay data with the internal functionality of NinjaTrader and I also tried to download the data from marketreplaydata.com with the there provided tool, which results in the same behavoir.
And when I compared the files of "NinjaTrader 7\db\data" in my home directory via MD5 (bitwise comparison), I saw that the files from CQG and marketreplaydata.com are the same.
I also tried reinstalling NinjaTrader, cleaning up the cache folder and resetting/repairing the database, but the behavier is just the same.
Has anyone ever had a similar problem or maybe an idea whether it relies on erroneous data or its a bug of the NinjaTrader internal functionality? For me it looks like the Market Replay connection gets stuck somewhere and repeats itself, maybe caused of the expiration of the ES 03-14 on Friday, March 21. But thats very confusing because for my understanding the ES 06-14 shouldn't be affected in this way by the expiration from the prior contract.
Many thanks
Felix
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