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Time gap in price data when using tick replay

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    Time gap in price data when using tick replay

    If I close down NT8 then start it again a while later, it makes a gap of missing time on charts that use tick replay.

    If I set the chart to not use tick replay then the missing time appears on the chart.

    If I set the chart to use tick replay again the time vanishes as before.

    I have tried:
    • Reload All Historical Data
    • Tools/Database Management/Repaid DB
    • Tools/Historical Data/Historical/Find instrument/Remove data
    • Tools/Historical Data/Download/Data for instrument including tick, minute, mid, ask, last for selected date
    I have attached a picture that shows the time gap using the ruler that shows a 15 hour gap that should not be there. Then after doing Data Series/Tick Replay=Off it makes the 2nd chart with the same ruler that shows the missing price action.

    I need for the missing data to be on the chart because my strategy requires cumulative delta which needs tick replay.

    When the data is missing it throws off all the indicators such as standard deviations which go haywire.
    Last edited by kb999; 08-30-2024, 09:25 AM.

    #2
    Hello kb999,

    Thank you for the message.

    Please use the following steps to remove all of the old Historical Data from the platform and re-download the data new and test if the behavior continues:
    • Close NinjaTrader
    • Go to the Documents folder > NinjaTrader 8 > db, this folder holds all of the historical data
      • Delete the following folders:
        • Tick
        • Minute
        • Day
        • Cache
          • Do NOT delete any other files or folders
      • After Deleting these folders, reopen NinjaTrader and it will make New ones automatically.
    ​Reopen NinjaTrader and connect to data and then wait for the charts to load back in.

    If the behavior continues happening, please use the following steps to send your log and trace files to the support team directly from your NinjaTrader Platform so we may investigate this behavior further:
    • Within NinjaTrader, go to the Control Center > Help > Email Support...
    • To: Set this to "Platform Technical Support"
    • Subject: Copy and paste the Forum URL
    • Attach: Attach a file, picture, or compressed file to share multiple files/pictures
    • Body: Include any other information you would like to share on the situation
    • Make sure 'Log and Trace files' is checked to include the requested files
      • Also check the boxes next to Templates and Workspace files
        • Send the email
    ​Please let us know if we may provide any further assistance.

    Comment


      #3
      After deleting the files and restarting a different gap appears.
      Attached Files

      Comment


        #4
        This bug is simple to reproduce:
        • Open a chart with tick replay
        • Let it record bars for a while
        • Save the workspace
        • Close NT
        • Wait a few hours, probably across a session break?
        • Reopen NT, the bars have the gap

        Comment


          #5
          I replicated the bug using an instrument I had not used in any other charts and with no indicators (MYM).
          • I marked the final bar before closing NT with an arrow last Friday.
          • I did not use NT for several days.
          • I then waited until today and reopened the workspace and marked the final bar on the chart.
          • I used a ruler to find that when it has Tick Replay enabled it is missing 4 days worth of price data.
          • If I uncheck Tick Replay it does not have missing price data.
          I have attached screen shots. I used the "Platform Technical Support" to send a message. Please reply to instruct me on how to proceed.
          Attached Files
          Last edited by kb999; 09-06-2024, 11:08 AM.

          Comment


            #6
            Any updates?

            Comment


              #7
              Hello kb999 ​,

              Thank you for reaching out.

              It seems you have confirmed this only occurs when using Tick Replay.

              Did you send your log and trace files from the platform with the instructions previously provided in post #2?

              If so, you should have received an email reply and a case# to the email you used to send your files.

              *Do not provide your email address here​* but can you look through your email for a case number or a follow up from

              [email protected]

              Then if you provide me the case number, I can provide any updates on the case.

              I look forward to hearing from you.
              Erick P.NinjaTrader Customer Service

              Comment

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