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    Market Replay

    I am trying to use Market Replay. I have gone to the control panel and selected the "Playback Connection". Then under "Historical Data" i have selected ES 06-24 and Date 2/5/24 under "Get Market Replay Data". Then I opened the ES chart and it automatically opens the chart to the correct date and time. When I hit play nothing happens to the chart. It doesn't get updated with the Playback timer. See attached pic showing the playback timer ahead of the chart data. The only way i can get the chart to match the Playback timer is by right clicking the chart and selecting "Reload All Historical Data". What am I doing wrong?

    Click image for larger version

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    #2
    Hello algospoke​,

    Thank you for your post.

    Please make sure you select the active contract during February, which was ES 03-24 (you would want to manually enter it in your Instrument drop down)

    If this does not resolve the issue, can you please right click in the Playback control window and select 'Show Available Data'?

    This will open a new window that shows all data that is present. If 'Market Replay' is enabled in the Playback control window, it will use Market Replay data to replay the market. If 'Historical' is enabled, it will use historical tick data to replay the market.

    Could it be you don't have data present for the instrument in question and day/time that is replayed?

    You can download Market Replay data at Control Center-->Tools-->Historical Data-->Load-tab-->Get Market Replay data (while disconnected from the Playback connection). Historical tick data can be downloaded at Control Center-->Tools-->Historical Data-->Load-tab-->Download when connected to a broker/data feed that offers the requested historical tick data.

    If you select the instrument in question in a SuperDOM or T&S window, do you receive real time data there (does the last traded price change)?


    I would suggest confirming again whether it is in the Historical or Market Replay section in the Historical Data window, and then make sure that your Playback Controller has the correct option selected to match (there are bubbles for Market Replay vs. Historical). Next, please try to right-click on the playback controller and say Go To. Select a date and time that is part of your available downloaded data and click OK. When you press the play button on the controller, does your chart move?


    Another common issue is selecting a day to playback where there was low or no volume for the selected instrument. This could be due to the rollover of futures contracts or trying to playback data from the weekend or after-hours. This is worth taking into consideration.


    Please let me know if I may be of further assistance.​
    Erick P.NinjaTrader Customer Service

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