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Running mulitple contracts during Market Replay

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    Running mulitple contracts during Market Replay

    I have CL downloaded for 2024
    I open a chart for CL APR24 and then connect to Playback and set the dates to 2/15/2024 through 3/14/2024
    I load my strategy on the chart and play and that has always worked.

    Now I'm trying to run 2 months at a time - I'm trying to run CL MAR24 through CL APR24

    I do the same steps but now set the play back dates from 1/15/2024 through 3/14/2024.
    I set play back to Max but the chart doesn't move. But if I move playback toward the middle of the slide, then the chart starts picking up data.
    Just to test, I tried another 2 consecutive contracts and got similar behavior.

    I have merge policy set to merge back adjusted.

    How do I test my strategy with multiple contracts during play back?

    #2
    Hello reynoldsn,

    Thank you for your post.

    Are you running the replay on historical or Market Replay data?

    What instrument is selected in the chart?

    Can you verify you have either the historical or Market Replay data downloaded for the contract you are running the playback on?

    I look forward to your response.

    Comment


      #3
      I just retested and same behavior.

      I'm running market replay data.

      The market replay window dates are 1/16/2024 through 2/14/2024
      CL Apr24 is selected in the chart but then nothing plays back.
      If I select CL Mar24 then the chart plays back.

      (I made 2 videos for you but I was unable to upload them)

      What else can I do?

      Shouldn't the chart playback when Apr24 is the chart instrument?

      Comment


        #4
        Hello reynoldsn,

        Market Replay data is only available about 90 days back (3 months). If you don't already have Market Replay data downloaded for that contract, data for January is no longer available unfortunately.

        To obtain Market Replay data older than 90 days, you will need to obtain it from a third-party provider.

        Comment

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