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Gap Appears between Candlesticks in Playback Data

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    Gap Appears between Candlesticks in Playback Data

    Hello,
    I've noticed over the past few days that when I download historical data and try to choose a specific (using GoTo) spot to start I get gaps between the bars (see attached screenshot). Everything was fine until recently. I've also tried using the slider to see if that helped, but I see the gap using the slider as well. Do you know what might be causing this?
    Thanks,
    Jim
    Attached Files

    #2
    Hello Jim,

    Thank you for your post!

    ​We did have some missing data from our historical data servers that could be causing this gap. This data has since been backfilled. Therefore, I would recommend re-downloading the historical tick data from the Load tab and attempting to playback once more. Please also ensure that you right-click in the chart > Reload All Historical Data.

    Please let me know if the issue remains or if I may be of further assistance!
    Kennedy M.NinjaTrader Customer Service

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      #3
      Thanks. I deleted my historical data and re-downloaded and then did the historical data reload from the chart. I no longer see a 10:45 gap, but the replay itself no longer appears to work correctly (see attached).
      Attached Files

      Comment


        #4
        Hello Jim,

        I can see on the Playback Controller that you have it set to Market Replay. Was the data that you downloaded Market Replay data or was it Historical Data? If Historical, you will want to make sure that the Historical button is checked in the Controller.

        Otherwise, if you wish to use Market Replay data instead, you will want to ensure that Market Replay was the data that was downloaded.

        To download replay data:
        • 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.
        Please see the following publicly available help guide page for more information:Please let me know if further assistance is needed!
        Kennedy M.NinjaTrader Customer Service

        Comment


          #5
          No, it was replay data, not historical. My understanding is that historical data is not as accurate and does not include Level II data. Today I downloaded the most recent replay data available (10/18/2022) and everything worked correctly (see attached) so I'll assume the issue I described was just an isolated issue for those couple of days.

          Anyhow, thanks for your time in figuring this out.

          Jim
          Attached Files

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