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Market Replay Data Gaps for SPI 06-16 on 21-March-2016

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    Market Replay Data Gaps for SPI 06-16 on 21-March-2016

    Hi,
    I have a NinjaTrader 7 Market Replay Data Gap Problem.

    I am trying to run market replay data for the 21-March-2016 on the SPI 06-16 contract.

    What happens is this:
    Start market replay from 8:00 on 21-March-2016 and no data shows until the replay date/time gets to 14:00 on 21-March-2016. Once it passes this time - all data for the day 21-March-2016 appears on the chart.
    Rewind the market replay data to pre 14:00 on 21-March-2016 and all data for that date disappears from the chart.
    Image 1.png shows replay data at 13:51:02 and no data for 21-March-2016.
    Image 2.png shows replay data at 14:26:23 and all data for the 21-March-2016 to that time.

    I have tried the following:
    Delete all replay data related to SPI 06-16. (Remove folders from db\data\201603*)
    Delete all data from historic data manager for the SPI 06-16 contract.
    Close the chart window I was using, Save the workspace.
    Exit NinjaTrader.
    Start NinjaTrader.
    Create a new chart window for SP 06-16 - no data shows.
    Connect to data provider and download SPI 06-16 contract again. Data now in chart.
    Use Download Replay Data to download all L1/L2 data again from the server.
    Trying replaying 21-March-2016 again and still the same issue.


    HELP PLEASE! I really need to replay that day as it has uncovered a bug in one of my live strategies that requires fixing immediately.

    Thanks in advance,
    Ivan
    Attached Files

    #2
    Hello Ivan,

    Can you please download Market Replay data for 20 March as well. I assume you PC clock is set to Australian time zone. Market Replay data you download uses US Eastern time zone. So if you download data for 3/21, it downloads data from 12:00 AM to 12:00 AM US EDT. Your PC clock is 14 hours earlier and therefore it starts at 2:00 PM your time zone.

    Comment


      #3
      Hi Jason,

      Thanks very much for that. Problem solved. All of the other market replay data I have run has been for the FDAX or ES so I have not encountered this before.

      Thanks again and thanks for the speedy reply,
      Ivan

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