Market Replay Not Generating Renko/Range/Tick Pre Dec 2022

[SiiX18]

Platform: NinjaTrader 8 (NT8)
Instrument: NQ (Nasdaq-100 Futures)
Data Type: Market Replay
Date Range: 2014 - Present
Testing Environment: Two separate machines with fresh installs Issue:

• Market Replay works correctly from Dec 2022 onward (Renko, Range, Tick bars plot normally).
• Prior to Dec 2022, only time-based bars (minute, daily) plot. Renko, Range, and Tick bars do not show up.
• No error messages in the log.
• Data structure and file naming appear identical across two different purchased data sets.
• Tested on multiple machines and different NT8 installations with the same result.
• Data is stored in the correct directory: Documents\NinjaTrader 8\db\replay
• NT8 recognises the Market Replay data for all dates (can select and replay), but non-time-based bars do not populate prior to Dec 2022. (MAR-23 Contract)

Steps Taken to Debug:

1. Verified files are in the correct location.
2. Confirmed Market Replay loads and plays back the data.
3. Minute bars work, but Renko/Range/Tick do not generate pre-Dec 2022.
4. Tried different NT8 installations and machines.
5. Verified no errors in NT8 log.
6. Compared file structure and size between working and non-working data - no obvious differences.
7. Attempted a database reset and re-imported data - no change.

Request for Support:

• Could this be an issue with how NT8 handles older Market Replay data?
• Are there known compatibility issues with Market Replay tick data prior to a certain date?
• Any additional debugging steps to verify if tick-level replay data is missing or incompatible?

Would appreciate any insights or troubleshooting suggestions!

[NinjaTrader_Erick]

Hello SiiX18,

Thank you for your post.

Even if file structures appear identical, some older Market Replay data files might be formatted differently or could be corrupted.

Historical replay - Can only "playback" 1 year from current date, and data needs to be downloaded based on active contract (Download 3 months of 03-24 / 12-23 / 09-23 etc)

When using the Historical playback, you also need to make sure you are selecting the correct contract date on your Chart that was active. For example, if playing a date for ES of January of this year, you would select the ES 03-24 contract on the playback Chart.

If your Playback is not working:

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 Tick data present for the instrument in question and day/time that is replayed?

• 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.

The amount of data stored on the NinjaTrader Historical Data Servers:

• historical tick data - 1 year
• historical minute/day data - usually 10+ years
• playback data - 90 days - Futures and Forex instruments only

Note this amount may vary slightly depending on the specific instrument.The only other way would be for you to find some other source to download that large amount of tick data, and then import it to NT8.

You can research providers by Google searching "historical tick data download or download more historical data for NT8"

Note that the data has to be in specific format to be imported onto NT8:

https://support.ninjatrader.com/s/article/How-Can-I-Import-Historical-Data?language=en_US

Let us know if we may be of further assistance.

[SiiX18]

Hi Erick,

Thanks for your response. However, the issue is not related to NinjaTraders built-in data limits or Historical Playback.

• I am using Market Replay data that I purchased separately (not downloaded from NT8).
• From two different Sources / Providers.
• The Market Replay files go back to 2014 and are stored in the correct directory: Documents\NinjaTrader 8\db\replay.
• Minute bars work correctly for all dates.
• However, Renko, Range, and Tick bars do not generate before Dec 2022.
• The files are large (similar in size to 2023-2024 replay files), meaning the tick data should be present.
• I have tested this on multiple machines with fresh NT8 installs and across two separate Market Replay data providers, with the same result.
• There are no errors in the NT8 log.

I have also checked "Show Available Data" in the Playback control, and Market Replay data is listed for all the dates I have. (sample screen shot below)

Could there be an issue with how NT8 reads older Market Replay files? Are there any known formatting changes that might prevent older tick data from being used for non-time-based bars?

Would appreciate a more detailed look into this.

[SiiX18]

Solution Found:

The issue was resolved by starting the playback engine (pressing Play). Normally, past data loads automatically, but for older Market Replay data, NT8 seems to require playback to be running before Renko, Range, and Tick bars populate.

If you're experiencing this issue, try hitting Play and waiting a few seconds for data to appear. Hope this helps others!