Questions about "Playback"

[rafaelcoisa]

Hey guys,

When I download historical data in the "Historical Data" window, there are several options for "intervals" and "data type".



But, in the "Playback" window, when choosing "Historical" a message says that "Level II" will not be available in the replay.





Does this mean that only "OHLC" data will be available, and therefore "Tick Replay" will not work as well as "Calculate.OnEachTick" or not?

Still about the "Playback" connection, what do these two options in the image below actually do?



For example, if I open any chart during the "Open" of some market, and I leave it live for two hours and close the chart, what happens? Will only the two hours be recorded? What happens to the data before those two hours that were loaded during the opening of the chart? Is it registered or is it ignored? And when I do the "Playback" of this data will there be "Level II" or not? Will enabling these two options impact NinjaTrader's performance? And what is the impact of these two options on HD, much more space will be needed for storage?

Fundamentally, what I want to know is what is the best way to "Playback" what I saw on my chart when I was live knowing that I use "TickReplay" and do not use "DOM" or "OnMarketData".

[NinjaTrader_BrandonH]

Hello rafaelcoisa,

Thanks for your post.

The 'Enable market recording for playback' option means that all live data from instruments that are active in any NinjaTrader window will now be recorded for playback. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

See this help guide page for more information: https://ninjatrader.com/support/help...LiveMarketData

Note that when it comes to Market Replay data, NinjaTrader stores level I and level II together in a single market replay file to ensure that level I and level II events are perfectly in sync per instrument.

The 'Record live data as historical' option will record incoming real-time Chart data to your local PC for future historical data requests.

To use Historical data with Playback you will need to download Historical Tick data. When using Historical data for Playback, NinjaTrader will use historical tick data for playback.

See this help guide page for information about how Playback works with Market Replay and Historical data: https://ninjatrader.com/support/help...ePlaybackWorks

When using Playback, Market Replay data is the most accurate and holds both level I and level II (market depth) data. If you do not have market replay data for a time frame, you can choose to playback historical tick data. However, using historical tick data is less accurate as there is no level II data.

Note that you could use Calculate.OnEachTick and Tick Replay when using Historical tick data in Playback

[NickolasNT8]

Hello and thanks for the clarification, Brandon. Does using the recording for playback option get around the 1 second DOM refresh and play back the data as if it were actually live?

[QuantKey_Bruce]

The 1-second data pump is a question of how the playback works in updating the UI and is not related to whether you recorded your own replay data or downloaded it from NinjaTrader's servers.

[NickolasNT8]

The 1-second data pump is a question of how the playback works in updating the UI and is not related to whether you recorded your own replay data or downloaded it from NinjaTrader's servers.

Dang. That is the only thing really holding me back from primarily using NT. I need actual market replay for the DOM on NT so I can practice because I can’t always be present for the cash market due to work. Do you know of any way/workaround to change this? Thanks for your response also.

[QuantKey_Bruce]

I am not aware of a way. NinjaTrader Support will have to clarify if they can make the SuperDOM flicker intra-second using market replay.

[NickolasNT8]

I’m new here and not sure how to notify support in forum. Should I just create a new thread?

[QuantKey_Bruce]

No, just check on this in a day or so - they'll likely chime in here once they see there's a question.

NinjaTrader_BrandonH

[NickolasNT8]

Thanks QuantKey_Bruce

[NinjaTrader_BrandonH]

Hello NickolasNT8,

Thanks for your notes and welcome to the NinjaTrader Forums.

No, NinjaTrader will visually update in 1-second intervals as stated in the help guide documentation linked below. There are no supported workarounds available for having NinjaTrader visually update in intra-second intervals.

From the help guide: "When using market replay, the NinjaTrader core market data updates occur at the granularity provided by the market data provider. However, the NinjaTrader user interface only visually updates in 1-second intervals for performance optimizations. Even though the NinjaTrader UI's are only visually updating at 1-second intervals, orders, indicators, and strategies will calculate just as they were running in real-time."

https://ninjatrader.com/support/helpGuides/nt8/index.html?playback.htm#UnderstandingHowThePlaybackWorks

If you would like me to I could submit a feature request for you to our Development team so that they may take this feature into consideration.

Please let me know if I may assist further on this topic.

[NickolasNT8]

Hello NickolasNT8,

Thanks for your notes and welcome to the NinjaTrader Forums.

No, NinjaTrader will visually update in 1-second intervals as stated in the help guide documentation linked below. There are no supported workarounds available for having NinjaTrader visually update in intra-second intervals.

From the help guide: "When using market replay, the NinjaTrader core market data updates occur at the granularity provided by the market data provider. However, the NinjaTrader user interface only visually updates in 1-second intervals for performance optimizations. Even though the NinjaTrader UI's are only visually updating at 1-second intervals, orders, indicators, and strategies will calculate just as they were running in real-time."

https://ninjatrader.com/support/helpGuides/nt8/index.html?playback.htm#UnderstandingHowThePlaybackWorks

If you would like me to I could submit a feature request for you to our Development team so that they may take this feature into consideration.

Please let me know if I may assist further on this topic.

Yes please submit a feature request for my support of this ability. Why not just allow users to decide whether or not the performance gain/loss is something they’re okay with for market replay? I’m sure this is something that’s regularly asked for. Thanks

[NinjaTrader_BrandonH]

Hello NikolasNT8,

Thanks for your notes.

I have added your vote to an existing feature request ticket to have playback/market replay update tick per tick instead of a 1-second interval. This request is being tracked under the number SFT-2099.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.

[RShakes]

Hello NikolasNT8,

Thanks for your notes.

I have added your vote to an existing feature request ticket to have playback/market replay update tick per tick instead of a 1-second interval. This request is being tracked under the number SFT-2099.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.

Good morning, please add my vote to the internal ticket SFT-2099 - this would be an invaluable tool for on-boarding new traders, giving them a better chance at being profitable, and staying with the platform when converting to live trading. I see this has been opened since April of 2017, if you have the ability/time, would you mind saying how many votes this has and what the threshold is before it's moved to the next stage of the development process? If not, not a problem! Thanks for your time!

[NinjaTrader_BrandonH]

Hello RShakes,

Thanks for your notes.

I have added your vote to this feature request.

We do not have an ETA for when this feature will be implemented into the NinjaTrader platform.

Deciding on features for future releases is not a simple black and white decision. There are many factors involved including but not limited to:

• Demand which is measured by objective user requests and subjective discretion on the part of our Product Management team.
• Feasibility
• Developer bandwidth
• Current projects in the queue
• Economics

You'll find a note regarding your feature request in the release notes when a feature is implemented.