Order Flow Cumulative Delta in Playback mode

[NickyD]

My market replay data comes from Continuum. I am running market playback on the ES 12-20 contract for 9/8/2020 (my issue occurs any date I have looked at).

When I run market playback, I can't get the order flow cumulative delta indicator to work properly. I am running the indicator with a period of "bar" calculating each tick.

You can see the difference in historic vs replay mode in the photo attached. What am I missing?

Thanks,
Nick

[NinjaTrader_Tyler]

Hello NickyD,

Thanks for posting.

I am unable to reproduce this behavior on my end. Please send me your log and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Email Support

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference the following ticket number in the body of the email: 2831938 ATTN Tyler

I look forward to being of assistance.

[NickyD]

I looked through the logs, I didn't see anything revealing in there, granted I do not know 100% what to look for. Anyways, I am modestly certain that something is wrong with the replay data I am getting for the week of 9/7-9/11. The bid/ask quantities don't look right (way to many single digit offers/bids for ES) and the delta indicator wasn't working as I initially showed the picture of. I downloaded and re-downloaded those days a couple times, it didn't resolve anything.

I have moved on to different weeks in September and the indicator seems to be working fine, so I am just moving on with life there, I'm not going to bother with emailing the logs.

Thanks,
Nick