Multiple time series in playback mode

[iq200]

Hi,
I'm looking at futures data and I have an indicator I have written added to the chart.
The indicator has an additional data stream added using AddDataSeries(BarsPeriodType.Tick, 1) in State.Configure.
The problem is that the indicator is not being displayed for the historical datya as there are no historical tick bars loaded. I'm confused as I was expecting the data to be available from the stored replay data..

If I try to also plot OrderFlowCumulativeDelta set to Tick update and Bar, it is not plotting anything for the historical data either.
What am I missing?
Thanks,
iq

[NinjaTrader_Jesse]

Hello iq200,

Thank you for the post.

The Playback data would only include forward playing data. When you first load a chart, for example a 30 minute series you should see some historical data loaded on the chart initially. if you also have tick data for that time then the script would be able to process those tick bars. If you don't then it would just process the primary bars and enter realtime. Once you are playing forward in realtime you should then see the secondary series calling OnBarUpdate for each tick.

To have the script process the historical ticks you would need to have tick data for the historical portion of the chart as historical data.

I look forward to being of further assistance.

[iq200]

Hello iq200,

Thank you for the post.

The Playback data would only include forward playing data. When you first load a chart, for example a 30 minute series you should see some historical data loaded on the chart initially. if you also have tick data for that time then the script would be able to process those tick bars. If you don't then it would just process the primary bars and enter realtime. Once you are playing forward in realtime you should then see the secondary series calling OnBarUpdate for each tick.

To have the script process the historical ticks you would need to have tick data for the historical portion of the chart as historical data.

I look forward to being of further assistance.

Hi Jesse, Thank-you for your reply.
What you described is what I'm observing. Yes I dont have the tick data and I suspect that it wont be possible to obtain it easily as the day i'm looking at is during Dec 2013.
I had thought it would stream from the replay files. Is there a way that replay data can be turned into tick data?
Thanks,
iq

[NinjaTrader_Jesse]

Hello iq200,

There is not a way to convert the data, playback data is recorded live data and is in a specific NinjaTrader format. You would need to either have a provider which offered that as historical data or import that data from an external source as historical data. Alternatively you would need to start before that date and play through to that date and then you could see the playback data being used to produce ticks.


I look forward to being of further assistance.

[iq200]

I kind of suspected the same after a little research but wanted to confirm with you guys. Thanks for your help Jesse.