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Jan 12/2024 11AM EST Replay data out of synch

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    Jan 12/2024 11AM EST Replay data out of synch

    At 11AM the MNQ and NQ futures replay data become out of synch by about 20 pts. How can this be fixed?
    I have re-loaded and replayed several times. It happens every time.
    Attached Files

    #2
    Hello halgo_boulder,

    Thank you for posting.

    I have tested this on my end and can reproduce this behavior. I will report this to our server team and will follow up once I gather additional information.

    Thank you for your patience.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Thank you. It happens a few times during the month of January.
      Here are my concerns about this:

      1. in order to back test on replay, it becomes impossible to see how my algo behaves if these two data streams are out of synch.

      2. if they are out of synch on replay... what about in regular back testing? If so, that means my back testing results are simply incorrect... the error can go in both directions... drawdown or profit.

      It would be great to get some clarity around this issue and some ideas on how I can ensure that these data streams are not out of synch during tests.

      Thank you!

      Comment


        #4
        This appears to be only affecting the NQ playback data and not the historical data which is used for backtesting.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          Hello... were you able to figure out why the replay data streams are out of synch? Here's another one (the time is Mountain time)
          Click image for larger version

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          Comment


            #6
            The top chart is NQ the bottom is MNQ I downloaded the data over the weekend and re-loaded the charts as well.

            Comment

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