NT8 Replay Volumetric Tick

[tonynt]

Hello,
I wanted to check orders from today and so I imported historical data for ES. But when running the replay the volumetric bars at the time I want to examine look different from the bars with live data? (Info: I started the replay 00:00 Feb 13th and not somewhere in between during the day)

Shouldnt volumetric bars be same from replay and live data continuum?

Thank you!
Tony

[NinjaTrader_PatrickG]

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

Are you replaying from replay data, or historical data? You can tell by looking at the top of your playback controller.

What interval is your volumetric bar running on? For example, 1 minute, 250 tick, 4 range, etc.

Can you provide me with an example of the discrepancy you're seeing?

[tonynt]

Hello,

I´m using 8.0.16.3 64-bit and I was replaying from replay data with 610-Tick-Chart.

Could be a difference when starting the replay during the day or changing speed or changing ticksize? Maybe I did something that should not be done.

Thank you!
Tony

[NinjaTrader_PatrickG]

I would recommend updating NinjaTrader 8 when you can, however, that would not be the root issue of what you're experiencing.

The root issue here is likely that playback begins at midnight and is starting it's 610 tick count from that time. Your real-time/historical charts do not have this midnight start time meaning that the 610-tick bar on a live/historical chart likely had a slightly different opening time. e.g. on the historical chart, the 610 tick bar began plotting at 11:53PM and closed at 12:02AM. In replay, this would begin printing at midnight and perhaps finish at 12:05AM.

To test this theory, do you see this symptom when using an underlying bar type of 5 minute?

[tonynt]

Hello,

thank you for your reply. I think you are right becaue usually replay works ok when I was using minute charts.

Best regards
Tony