Chart changes session start time in replay mode, if you switch the timeframe

[my-trade]

Perhaps this somehow relates to my previous problem (link).
So, let's say I want to replay 1 trading day. For example, NQ 03-15 12/15/2014 (Replay files uploaded here).

The chart settings:




Player settings:



So .. when I press "replay connection" for the first time and play for the first time, the graph is built correctly.
The session starts correctly at 02:00 MSK:






But if I change the timeframe to any other, and then return it, the session starts for some reason from 08:00 MSK:




Moreover, the closing of the first H4 bar is the same as on the previous chart, so all subsequent bars were built correctly.
That is, despite the opening at 08:00 MSK, the first H4 bar closed at 10:00 MSK, and not at 12:00 MSK.

p.S.
This situation was tested on the current version NT8 (8.0.22.2 64-bit).

[NinjaTrader_PatrickG]

Unfortunately, all of your screenshots are not displaying, however, just based on the information you've provided, I'd be curious if these same symptoms occur if you switch your PC time zone (and NinjaTrader should automatically switch) to US Eastern Time (GMT-4/UTC-5). Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

[my-trade]

Screens: https://prnt.sc/t4exhv
ok. I will try to do as you advise

[my-trade]

I'd be curious if these same symptoms occur if you switch your PC time zone (and NinjaTrader should automatically switch) to US Eastern Time (GMT-4/UTC-5).

I switched the time zone as you advised. In the terminal, the time zone has also changed.



But .. it did not lead to any changes on the stated problem.
With the changed time zone, the first chart is again being built correctly, and the session starts at 18:00.
The first H4 bar closes correctly too, at 22:00 (18+4=22)




The second chart, which was built when changing to any timeframe, began to be built from the beginning of the session at 00:00.




The first H4 bar also closed for some reason at 02:00, and not at 00:00 + H4 = 04:00

[my-trade]

then right-click the chart and select Reload All Historical Data.

"Reload All Historical Data" does not work in Replay Mode.




-----------------------
In addition to all of the above:
For the first time, the chart is built correctly only if the start of playback is from 12/14/2014 (Sunday!). I remind my player settings:



If the start of playback is changed to 12/15/2014 (Monday), then the chart is initially not built correctly.
That is, you don’t even need to switch the timeframe, the session will initially start at 00:00.

[NinjaTrader_Heath]

Hello My-trade,

Thank you for your reply.

I Believe what you may be seeing is a difference in the chart scale when you're loading this data.

If you open the data box on your chart and view information about the first bar after it has closed does the information in the data box match the first time the chart is built and when you reset replay?

If you download recent replay data from a day last week and replay that day only does the issue still persist for you?

Thank you We'll await your reply.

[my-trade]

I Believe what you may be seeing is a difference in the chart scale when you're loading this data.

I do not quite understand what you mean.
Different scales on the chart on the left and on the chart on the right on the same screen? Can it affect something? On the right, just a smaller TF, there is 60 seconds.

If you open the data box on your chart and view information about the first bar after it has closed does the information in the data box match the first time the chart is built and when you reset replay?

Data on the first H4 bar in BEFORE its close:




Data on the first H4 bar in AFTER its close:



As you can see, there’s no difference.

As soon as I change the timeframe to any other, the beginning of the session immediately switches to 00:00.



Going back to the H4:





In general, everything is as usual .. the problem is the same as I described above.

I have a feeling that I did not understand exactly what you wanted to know)). If I did not answer your question - ask again.

Meanwhile, I accidentally noticed one nuance.
If you stop the player basically until December 15 (until Monday), then everything works correctly and nothing changes when switching the timeframe. That is, the bug disappears.
(Now on my computer time zone UTC -05:00).
Screens below:

[my-trade]

[my-trade]

If you download recent replay data from a day last week and replay that day only does the issue still persist for you?

Ok, I tried replay this Monday on the current contract NQ 09-20.
The problem is exactly the same.






I want to help you and answer any questions.
But I am shy to ask, have you tried to reproduce this problem?
Is everything correct on your terminal?

[my-trade]

I don’t want to create a separate topic, but when I changed the language from Russian back to English, partly the Russian translation remained in different parts of the terminal menu.
It looks like this:

[NinjaTrader_PatrickG]

Let me address the language item first as that symptom is easy to understand and unrelated to the primary discussion in this topic. This is expected if you downloaded NinjaTrader from our Russian website. That installer automatically sets NinjaTrader to Russian which means the default 'Playback Connection' and 'Simulated Data Feed' connections are in Russian. These default connections will not change to English if you change the Russian-installed NinjaTrader's language to English. This same behavior but in reverse would occur if you downloaded NinjaTrader from our English site and switched the language to Russian - it would not convert the connection names into Russian. With that said, I'll bring this to the attention of the Development Team to confirm the expected behavior.

Market Replay data from our servers is provided from midnight to midnight US ET. So in general I would expect data to begin printing at midnight when your NinjaTrader time zone is also US ET. We're testing Monday, June 22nd's replay data for NQ 09-20. One thing we must consider is that the session for the instrument we're viewing started the previous day at 1800. NinjaTrader's bars are timestamped with the closing time of the bar. 14400 seconds = 4 hours, so the first bar of the session would be time-stamped as 2200 on June 21st. This means the next 4-hour bar would be 0200 on June 22nd and I would expect that to be the first bar I see if I begin playback on the 23rd with a 14400-second bar. This is what I experience on my end. Here is a short video of the test I conducted:

• https://www.screencast.com/t/364gmScNRp

So, right away, we can see during my test that I do not initially start at 2200 as yours does (nor did I expect to). The 300-second chart switching to a timestamp of 0005 makes sense since the data begins at midnight. Switching back to 14400 seconds on your end 'corrects' the timestamp, however, it's still unclear why you're seeing the 14400-second bar timestamped at 2200 June 21. That first bar of the session should not exist on our chart that only includes data from midnight onwards.

Out of curiosity, do you experience the same if you use a 240-minute chart instead of the 14400-second chart?

[my-trade]

https://www.screencast.com/t/364gmScNRp

You did not repeat my actions.
The difference is that my player started on Sunday, and not on Monday.
After all, in order to build the correct chart for Monday, you need to start from Sunday. Otherwise, you will see the wrong bars.
Look at tradingview, there is no bear bar, like the first bar on your chart:



And why should a user build himself a deliberately wrong chart?



So try to repeat your experience like this:



And don't stop him until Monday begins.
Because, as I already wrote, if you stop the player before the beginning of Monday, then the problem does not appear.

Meanwhile, I accidentally noticed one nuance.
If you stop the player basically until December 15 (until Monday), then everything works correctly and nothing changes when switching the timeframe. That is, the bug disappears.
(Now on my computer time zone UTC -05:00).

[NinjaTrader_PatrickG]

I did not download the data for the 21st since you mentioned only Monday the 22nd in post #9. If you want the data to be complete, you'll need to start your playback from the beginning of the session. In this video, I've downloaded the 21st as well and began playback from the beginning of the session:

• https://www.screencast.com/t/n8qdCo2Iv

As you can see in my video, I can recreate the symptom if 'Playback current day only' is enabled. If I disable this setting, the chart is able to go back to the prior data (the 21st) to grab the data it needs to populate the bars. I believe this is the root cause of the symptom - since we're replaying across two calendar days and then changing intervals, we need to allow NinjaTrader to go back to previous days to find the data it needs to populate the bars.

'Playback current day only' is enabled by default to mitigate performance issues that come with replaying all available data (instead of just the current day'). Here is the definition from the help guide:

Only the current day will be played back from Market Replay when dragging the slider between multiple days, for past days historical data would be loaded. Uncheck this if you want to ensure Market Replay data is played back for every day between the start point of the slider and the end point of the slider. This will be slower as NinjaTrader most process more data but is usefull when you are back testing a strategy in playback.

[my-trade]

Out of curiosity, do you experience the same if you use a 240-minute chart instead of the 14400-second chart?

Checked. For some reason there is no problem for minutes.

[my-trade]

'Playback current day only' is enabled by default to mitigate performance issues that come with replaying all available data (instead of just the current day'). Here is the definition from the help guide:

OMG! This, of course, provides answers to all questions .

I'm sorry that you have to deal with people like me who think that they can work with the platform without studying the help guide .
It never occurred to me to click on the player with the right mouse button in order to find critical settings for replaying..
Sorry to waste your time