Market Replay Gaps

[sgordet]

I was offline for a while yesterday. When I went to enter the missing data through the Market Replay download tool, it looked like it had recorded the data for the entire day, including the gaps, i.e., 00:00-23:59. Is that accurate, that it went back and filled in the gaps, or is it just not delineating the gapped areas, and I need to record them?

[NinjaTrader_Clayton]

Hello sgordet,

Thank you for the message.

If the gaps are missing, it would be because of the Trading Hours Template being used on that chart.

If you want to see the gap too, switch the Trading Hours template to "Default 24x7" > Then click OK

• Right-click on the Chart > Data Series > Time frame > Trading Hours > Switch this to Default 24x7 > Click OK
• You might need to right-click and select "Reload all historical data". But working with playback, it may also load in directly.

It should now include the hours of the day that the market was halted.

Otherwise, you could download the market replay for that day again.


Please feel free to watch through the video I made below for a review of using Market Replay data with the Playback connection:

• How to use the Playback Connection with Market Replay data

Finally, some things to be aware of when using the Playback Connection:

• Make sure you have the same Instrument and Contract/Expiry selected in each Window as the Market Replay data that you downloaded
• Make sure you actually have market replay data downloaded for the specific Instrument, Contract, and Date that you are looking at
  • If you downloaded the 1st, 2nd, and then accidentally skipped the 3rd and then downloaded the 4th and 5th, it would look like it wasn't working on the 3rd for that instrument and contract specifically
  • Go to the Control Center > Tools > Historical Data > Click the + next to Market Replay > Click the + next to the Instrument and then Expiry/Contract > Make sure you have the date and specific time you are looking at downloaded
• Make sure you are not looking at a time the Instrument isn't traded, a Saturday, or a Holiday
• Make sure the Chart or Window has the correct Instrument and Expiry/Contract selected
• If looking at a Chart and SuperDOM and the SuperDOM is moving but the chart isn't, check the Trading Hours Template on the chart:
  • Right-click on the Chart > Data Series > Properties > Time frame > Trading hours > Set this to "Default 24x7" and click OK
  • Right-click on the Chart and select "Reload all historical data"
• If the chart is still not working:
  • Create a New Chart and make it a 1 Minute chart
  • Set the Trading Hours Template to "Default 24x7"
  • Make sure "Template" in the top right is set to <None>
  • Click OK to make this chart
    • Does it load in and move as expected?
    • If you open the Chart Trader panel, does it show the Ask and Bid values updating or just 0's
      • If the values are updating, this means there should be moving data
      • If the values show 0's there is no market data downloaded for that specific Instrument, Contract, and Time/Date

Please let us know if we may provide any further assistance.

[sgordet]

Thank you for providing such a detailed reply to my question.

Back to the initial question:

I believe that Market Replay only records data when NT is on during that particular day. Is that correct? If so, will it normally backfill data, if NT is off for part of that day, and if, it isn't on during a day, is it correct that you must use the recording tool because it won't backfill for a previous day?

Thanks,
Stephen

[NinjaTrader_Clayton]

Hello sgordet,

Thank you for the update.

If you are using the, "Enable market recording for playback" option, then the platform will only record data while you have the platform open and connected to data.

• If NinjaTrader was closed and not opened, there is no way for it to be recording that data.
• It would NOT automatically backfill the Market Replay data

To backfill the data, you can turn off the "Enable market recording for playback" setting and then go manually download the Market Replay data for the day with a gap in it to backfill that information.


Not many people use this feature so it would help to specify this if you have additional questions about Market Replay in the future.


Please let us know if we may provide any further assistance.