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NT8-8061 and prev vers - replay data recorder or playback is entirely wrong

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    NT8-8061 and prev vers - replay data recorder or playback is entirely wrong

    On 4/27/2017 - I disconnected at 8:41 am to join in the on the fun of not being able to connect to TDA. See this post: http://ninjatrader.com/support/forum...ad.php?t=99538

    I officially fully reconnected 12:54 pm EST. (I was only previously in "Connecting" mode).

    Now I go back into Playback-MR and what do I see? data coming in when I was disconnected. I compare to freestockcharts and see this is the afternoon data!

    I don't know who is in error - the replay or data recording.

    But these bars from 9am to 1pm were replayed at 9am to 1pm on the replayer.

    It looks like the next day is correctly replayed (4/28/2017).

    p.s. I also have an unreported case in 8050 were the replay looks like it was put in the previous days file some how (and nothing replayed on the next day).. This all has to do with disconnecting and reconnecting.



    Code:
    2017-04-27 08:41:47:043|1|2|TDA-LIVE: Primary connection=Disconnecting, Price feed=Disconnecting
    2017-04-27 08:41:47:409|1|2|TDA-LIVE: Primary connection=Disconnected, Price feed=Disconnected
    2017-04-27 08:42:37:437|1|2|TDA-LIVE: Primary connection=Connecting, Price feed=Connecting
    2017-04-27 08:44:09:867|1|2|TDA-LIVE: Primary connection=Disconnecting, Price feed=Disconnecting
    2017-04-27 08:44:09:959|1|2|TDA-LIVE: Primary connection=Disconnected, Price feed=Disconnected
    2017-04-27 08:44:48:331|1|2|TDA-LIVE: Primary connection=Connecting, Price feed Connecting
    2017-04-27 08:56:07:311|1|2|TDA-LIVE: Primary connection=Disconnecting, Price feed=Disconnecting
    2017-04-27 08:56:07:574|1|2|TDA-LIVE: Primary connection=Disconnected, Price feed=Disconnected
    2017-04-27 08:56:17:874|1|2|TDA-LIVE: Primary connection=Connecting, Price feed=Connecting
    2017-04-27 09:00:22:829|3|2|The connection was forcibly closed by TDA.
    2017-04-27 09:00:23:136|1|2|TDA-LIVE: Primary connection=Disconnected, Price feed=Disconnected
    2017-04-27 11:14:44:466|1|2|TDA-LIVE: Primary connection=Connecting, Price feed=Connecting
    2017-04-27 12:53:56:683|1|2|TDA-LIVE: Primary connection=Disconnecting, Price feed=Disconnecting
    2017-04-27 12:53:56:938|1|2|TDA-LIVE: Primary connection=Disconnected, Price feed=Disconnected
    2017-04-27 12:54:03:307|1|2|TDA-LIVE: Primary connection=Connecting, Price feed=Connecting
    2017-04-27 12:54:04:922|1|2|TDA-LIVE: Primary connection=Connected, Price feed=Connected
    2017-04-27 12:54:04:928|1|2|Time to auto close position='12:00:00 AM', Enabled=False
    2017-04-27 12:58:33:249|1|2|TDA-LIVE: Primary connection=Connection lost, Price feed=Connection lost
    2017-04-27 12:58:34:623|1|2|TDA-LIVE: Primary connection=Connecting, Price feed=Connecting
    2017-04-27 12:58:36:260|1|2|TDA-LIVE: Primary connection=Connected, Price feed=Connected
    2017-04-27 12:58:36:260|1|2|Time to auto close position='12:00:00 AM', Enabled=False
    Attached Files

    #2
    I'd like to test this data on my end and also take a look at your log and trace files from the 27th.

    Write into PlatformSupport[AT]NinjaTrader[DOT]com and make sure to include a link to this thread and also reference 1701325 ATTN Patrick G

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      I'd like to test this data on my end and also take a look at your log and trace files from the 27th.

      Write into PlatformSupport[AT]NinjaTrader[DOT]com and make sure to include a link to this thread and also reference 1701325 ATTN Patrick G
      I was also able to reproduce testing this today. I disconnect around 10:xx am est, and reconnected around 1:00pm est.

      Playback for ^VIX was bad.

      SPY didn't record for today (as expected, I've been repeating this for weeks).. it looks like it was jammed into 20170428.nrd (I can't be certain).. You could probably sniff that file with your reader and examine the bad data in there. I'm not sure what is in 20170501.nrd for SPY. I included those files also.

      Comment


        #4
        Update: They were able to reproduce. QA-2966.

        I'm not sure if a fix will fix the files recording onto each other. I think I have an open ticket for that with no resolution. (Spy not recording Monday morning). We will see.

        Comment

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