CL (WTI Crude Oil) Market Replay Data for 8/2/2021 (possible issue with the data)

[Plan 9]

There may be an issue with the market replay data for CL for 8/2. I am getting NULL ORDER errors at the same candle consistently. I have tried removing the market replay data for that day and re-downloading it from NinjaTrader, but that does not help. I am able to run my strategy on CL for the two complete weeks (8/1 to 8/13), for a total of 199 trades, without any other issues. I am not able to see anything wrong with the data (the candles look OK), so I am at a loss on how to proceed. All of my orders are for 1 contract, but this one is not being filled. If I run my strategy on (CL: 8/3 to 8/13), avoiding the 8/2 data, it runs perfectly, without any issues. The same thing goes for running against CL data that is dated before 8/2. Is there a way to detect market replay data errors? The null order error occurs at the exact same candle each time, on CL, on August 2, at (10:41:14 to 10:41:22) AM. Thanks for any help!

[NinjaTrader_RyanS]

Hello,

Do you receive the same error if you test in the MCL (micro crude) instrument?
Does the error occur with the SampleMAcrossover strategy?

[Plan 9]

I tried the MCL data and it works fine, but that data is completely different (different contract). I also tried the Sample MA Crossover built-in strategy, and that works, but it doesn't try to make a trade during the "bad data" period. My conclusion is that there is some kind of issue with the 8/2 CL market replay data. I will trade around it. Thanks.

[NinjaTrader_RyanS]

Hello,

I'm still unable to reproduce this error, and downloading the replay data for this date I can see no data missing or corrupted within the file. I suspect the strategy is requesting data that either doesn't exist, or some other part of the strategy is hitting an error specific to this date.

I would advise reviewing the nature of the error and examining the logic of the strategy to ensure it is setup/working as expected.

[Plan 9]

Thanks for trying to reproduce it. You would probably have to use my exact environment, setup, and data to reproduce this one, which is not possible. It's a weird occurrence. Is there a way to find out exactly why an order fails to return an object? I am using a wrapper method for the Enter Long and Enter Short methods, as follows:

public void EnterLong_ (string signal)
{
string entrySignal = signal + "_" + TradeStatus.SessionCounter + "_" + TradeStatus.TradeCounter;
Print ("Entering a new long position. Entry signal = " + entrySignal);
order = EnterLong (entrySignal);
Print ("Order Details:");
if (order != null)
Print (order.ToString());
else
Log ("WARNING: CODE 284, ORDER OBJECT IS NULL, CURRENT BAR = " + CurrentBar, LogLevel.Warning);
}

[NinjaTrader_RyanS]

Hello,
I would recommend writing into our scripting support team so they may assist with your script further. Please write into scriptingsupport[at]ninjatrader[dot]com and include a reduced test script demonstrating the issue if you can and one of our scripting specialists will be able to assist further.