I am having an issue replaying market data(stocks) which i had recorded during yesterdays session using Market Analyzer (I have a L2 subscription as well). I had recorded about 77 tickers, and the first 5 I have tried are not working (i.e. playing back). Is there something obvious I may be missing in playing back recorded market data?
ADDITIONAL INFO
As stated above, I am having issues replaying market data(stocks) which i had recorded using Market Analyzer (I have a L2 subscription as well).
When I view the available data within the MarketReplay connection, I see the date(April 13th 2018) available for the tickers in question. Also when I check the db folder for the replay files I can also see the files are available for April 13th 2018 for the tickers in question.
However when i try to playback the file via the MarketReplay playback mode, the chart simply stays at the end of session on April 12th 2018.
Also, going through most of the tickers I had recorded for April 13th 2018, all the files below 350KB in size seems to work, with the following exceptions; I cannot see the depth of market in the L2 window or Dynamic Super DOM, but I can see the top of book in the Dynamic Super DOM only. I don't see the top of book in the L2 window.
For the files that are not working (which also happen to be all the files bigger than roughly 350KB), they have a commonality in that they show data in the L2 Window for 12:00:00AM time print and show a print at 12:00:00AM in the T&S window. However the time stamp of the first bar in the CHART indicates 4:03AM (I am using 3 min candles). The first bar print in the CHART at 4:03AM is probably due to my session time template which is set to begin at 4AM, however when I use a 24 hour template to try and sync with the 12:00:00AM T&S print, the play back still does not work, all the windows (Chart, T&S and L2) freeze at that first print with the play back controller continuing to advance normally.
I tried testing with some data available for download from NinjaTrader. I am not able to download Futures data, which I have read includes L2. I am able to download Forex pairs. To my understanding Forex pairs do not have L2 data. I am not sure why I am not able to download Futures. The downloaded Forex data plays fine even though the files are around 500KB.
I am looking for some feed back as to what might be the issue here.
Is there a size limit on the files NT8 MarketReplay can play back (in market replay mode, not historical)?
Can I not see the depth of market information even though I have subscribed to L2 data?
Is the play back not working because the recorded data seems to be corrupted for files bigger than 350KB due to that first T&S print that seems to show up at 12:00:00AM?
Why am I not seeing the market depth in the L2 Window or the Dynamic Super DOM window for the files that are working (size smaller than 350KB)?
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