Whats the path of least resistance to only loading up a 24 hour (or even better 1 hour)hour window?
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NinjaTrader
Would like to run playback but for only 24 hours of data?
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Would like to run playback but for only 24 hours of data?
I'm running some backtesting in playback connection using 3 second ticks. I'm only running it against a very small window (1 hour) but when I select that window as a start date, it cycles through the previous week or so of 3 second tick data.. This can take a considerable amount of time.
Whats the path of least resistance to only loading up a 24 hour (or even better 1 hour)hour window?
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Hello lolstockaments,
Thank you for your post.
You would need to load a minimum of 1 day of data when using the Playback connection. For example, if you were wanting to test data for 02/26/2021 then you would need to use a Start date of 02/25/2021 and an End date of 02/26/2021.
You may download Market Replay data to use with Playback. Before downloading Market Replay data please note:- Enable market recording for playback must be disabled from the Market Data category of the Options menu before downloading replay data.
- Downloading Market Replay data is NOT available when connected to the Playback connection. You must disconnect from the Playback connection prior to downloading.
- Select the Tools menu in the Control Center, select the menu item Historical Data and select "Load" tab. Here the section "Get Market Replay data" can be expanded.
- Select the instrument and date of the desired replay data and press the OK button to begin the download.
More information about downloading Market Replay data to use with Playback may be found in the NinjaTrader Help Guide link below.
https://ninjatrader.com/support/help...jaTraderServer
To connect to Market Replay data:- Left mouse click on the Connections menu in the Control Center
- Select the menu item Playback Connection menu item
More information about how to work with Market Replay data may be found in the NinjaTrader Help Guide link below.
https://ninjatrader.com/support/help...WithReplayData
Please let us know if we may be of further assistance.
Brandon H.NinjaTrader Customer Service
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To be clear; when I select a 1 day window, it still populates the previous week of data into memory. Are you saying if I follow the steps described to download the market data, it will not do that?
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Hello lolstockaments,
Thank you for your note.
Are you trying to use the Playback connection with Market Replay data or Historical Data?
If you are trying to use Market Replay data for 1 day worth of data, you would need to follow the instructions in my previous post to download the data for the day(s) you would like to test with if you do not have that data available. You could check if the data is available in the Tools > Historical Data window under Market Replay.
For example, if you would like to test data for 02/26/2021, you would need to download Market Replay data for 02/25/2021 and 02/26/2021. Then, connect to the Playback connection, ensure Market Replay is checked, followed by using a Start date of 02/25/2021 and an End date of 02/26/2021. Also, ensure that the chart Data Series property Days to Load is set to 1.
If you are trying to use Historical Data, you would need to ensure you have historical data loaded in the Tools > Historical Data window for the day(s) you want to test. Then, connect to the Playback connection, ensure Historical is checked, followed by using a Start date of 02/25/2021 and an End date of 02/26/2021. Also, ensure that the Days to Load property in the Data Series window is set to 1.
Do you still see the same behavior after following those steps? If so, please send us a screenshot of your available Market Replay or Historical data in the Tools > Historical Data window and the settings being used for the Playback connection.
Let us know if we may assist further.Brandon H.NinjaTrader Customer Service
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