Issue with Market Replay Data in a Playback Run

[Dennys Vera]

Hello everyone.

I am presented with a somewhat strange case that I have never experienced before when running playback.

Basically, and to be as concrete as possible, I will rely on a couple of attached images to explain a difference in data reflected in the bars of my chart. The first image below shows a considerable jump between one bar and the next (07:25 and 07:30. I am working with 5 minute bars). This happens in “live” execution of my playback:



Now, I proceed to stop the playback execution and advance it a few bars. Notice the big difference in the bars of the example, when these bars are printed on the chart as historical data:



I have never experienced such behavior with the data I download from my monthly NinjaTrader data subscription. I have used playback before and believe I am doing it correctly. I have the latest available version of Ninjarader (8.1.4.0 64-bit) installed.

I would appreciate any guidance you can provide so that the chart bars are the same, both in the live playback run and in the historical playback bars.

I remain attentive to your comments and in the best disposition to be able to provide you with any detail that will allow you to guide the diagnosis of this issue.

[NinjaTrader_LuisH]

Hello Dennys Vera,

Thank you for posting on the NinjaTrader forums.

Looks like we're missing the screenshots you've mentioned in your post, can you please edit or add the images?


Thank you in advance.

[Dennys Vera]

How strange. In my post I see the two images I shared. I have proceeded to edit the original post, appending the two images. The first one to be displayed is the image whose name ends with the character “01”.

[NinjaTrader_LuisH]

Hello Dennys Vera,


Thank you for attaching the images.


Before assuming that this is what I suspect it is (a limitation on the playback engine), I'd like you to remove the data from the historical data window and try downloading the files again to ensure integrity of the data provided.


Once redownloaded, please try to see if you can replicate this on a naked chart without add-ons or templates applied.


Thank you in advance!

[Dennys Vera]

NinjaTrader_LuisH Both data? That is, both historical data and market replay data? or, only the Market Replay Data on the instrument (index) I am using (MNQ)?

[NinjaTrader_LuisH]

Hello Dennys Vera


Only Market Replay data- please let us know the results of this test.


Thank you!