Inconsistent Playback Data

[lahmannjohn]

I started noticing something when I was using Market Replay... The data is not always the same when I replay the data. It seems if I start the data all the way from the beginning the data replays correctly but if I rewind to somewhere in the middle of the data the bars do not come out the same when I replay it. In the attached image, the left side is the first time I played the data. I then reversed about 10 minutes back to 9:40. When the data was replayed, the bars came out different (compare the data inside the white boxes). I tried this multiple times at multiple playback speeds and what I noticed is the data would playback about 5 different ways, some similar to each other and some pretty drastically different. Even replaying the same speed caused the data to be different. I removed the strategy I was running and still no luck. Closed and reopened everything and still have the same results. Any ideas?

[NinjaTrader_Jason]

Hello lahmannjohn,

Can you please tell me how exactly you rewind. Am I correct you move the time slider back in time?

Are you able to reproduce the issue if you first pause the Playback, then right click in the Playback control window and select 'Go To' to go 10 minutes back in time?

Did you download the Market Replay data or did you perhaps record it?

In addition, what NinjaTrader version do you have installed (8.0.xx.x)? You can check this at Control Center-->Help-->About.

[lahmannjohn]

Hey Jason,

Yes, I use the time slider to move back in time. I pause first, then move the slider back. When it plays back I get different data than the original.

I downloaded the data by going to
Control Center > Tools > Historical Data > Load > Get Market Replay data then selecting the the instrument and day then clicking download.

It doesn't appear the 'Go To' option works consistently either. If I keep typing in the same time and play the data it will repeat itself. But if I type in a different time, the data comes out different. Say I type in 9:30:00AM and play through 9:40:00AM. If I continue to 'Go To' 9:30 the data will repeat but if I 'Go To' 9:20:00AM and play the data through 9:40:00, the data between 9:30 and 9:40 is different.

I am running version 8.0.25.0 64-bit.

If I need to explain better just let me know.

Thanks,
John

[NinjaTrader_Jason]

When you refer to "original", did you receive this data in realtime from the Playback or was it loaded as historical data?

If I understand correctly, data received in realtime is the same. But when you compare data loaded as historical data with data received in realtime, it causes differences. There can be differences between historical data and realtime data. I suggest to start the Playback connection from the desired time and avoid going back to a time before this.

[lahmannjohn]

With the Playback window open and "Market Replay" selected, I press the play button and let the data play out. If I rewind using the scroll bar or the "Go To" option and click play again, the data plays out differently than the first time I played it.

[NinjaTrader_Jason]

Can you please send me your log and trace files so that I may further investigate.

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: Att Jason, 3560851

In addition, please tell me what time zone you have selected at Control Center-->Tools-->Options-->General-->Time zone.