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Ninjatrader 7 - strange Market Replay behavior / data
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Created: by felix1988 Attachments:3

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Ninjatrader 7 - strange Market Replay behavior / data

  #1 (permalink)
Elite Member
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Posts: 5 since Jul 2013
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Ninjatrader 7 - strange Market Replay behavior / data

Hi,
when I open a chart for ES 03-14 or ES 06-14 and let the Market Replay run for the time from 2014-03-16 to 2014-03-18 I get a chart which looks like the chart attatched. (sorry this is my third post so I can't embedd images)

And at cmegroup.com, where I also attatched a screenshot, I get a completely different chart, where for example the high differ for more than 100 points in the case of ES 06-14! And for my opinion this long up trend is a little unrealistic too.

I have a demo account from Amp-Futures with CQG as data feed.
I downloaded the data with the internal functionality of NinjaTrader, but I also tried to download the data from marketreplaydata.com with the provided tool, which results in the same behavoir.
And when I compare the files of "NinjaTrader 7\db\data" in my home directory via MD5 (bitwise comparison), I see that the files from CQG and marketreplaydata.com are the same.
I also tried reinstalling NinjaTrader and cleaning up the cache, but the behavier is just the same.

Has anyone ever had a similar problem or maybe an idea whether it relies on erroneous data or its a bug of the NinjaTrader internal functionality? Because for me it looks like the Market Replay connection gets stuck somewhere and repeats itself.

Many thanks
Felix

Attached Thumbnails
Ninjatrader 7 - strange Market Replay behavior / data-chart.png   Ninjatrader 7 - strange Market Replay behavior / data-cme.png  
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  #2 (permalink)
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Omer עומר / Israel י
 
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try


felix1988 View Post
Hi,
when I open a chart for ES 03-14 or ES 06-14 and let the Market Replay run for the time from 2014-03-16 to 2014-03-18 I get a chart which looks like the chart attatched. (sorry this is my third post so I can't embedd images)

And at cmegroup.com, where I also attatched a screenshot, I get a completely different chart, where for example the high differ for more than 100 points in the case of ES 06-14! And for my opinion this long up trend is a little unrealistic too.

I have a demo account from Amp-Futures with CQG as data feed.
I downloaded the data with the internal functionality of NinjaTrader, but I also tried to download the data from marketreplaydata.com with the provided tool, which results in the same behavoir.
And when I compare the files of "NinjaTrader 7\db\data" in my home directory via MD5 (bitwise comparison), I see that the files from CQG and marketreplaydata.com are the same.
I also tried reinstalling NinjaTrader and cleaning up the cache, but the behavier is just the same.

Has anyone ever had a similar problem or maybe an idea whether it relies on erroneous data or its a bug of the NinjaTrader internal functionality? Because for me it looks like the Market Replay connection gets stuck somewhere and repeats itself.

Many thanks
Felix

1)
try shift+crtl+r (reload historic data
before you start to replay the recorded data

does that solve the problem ?

2) it seems you are replaying around the roll-over date
there is a setting how roll-over dates are handled
it means that the point in the chart you are starting,
does not correspond with the replay you are staring
there is a gap

there is a setting to disable the automatic merging of contracts

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  #3 (permalink)
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Favorite Futures: EURUSD
 
Posts: 5 since Jul 2013
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hi rleplae,
thanks for your fast answer!

I tried pressing shift+ctrl+r, but this only refreshes the chart and the content is still the same.

Then I followed your hint about the rollover date and searched for the option to handle this, so I changed the MergePolicy to DoNotMerge as you can see in the atattched screenshot. After restarting NinjaTrader I reran the MarketReplay, this time to March 24. 2014, but I still get very strange results. For me it's confusing that I got this problem with the ES 06-14 which for my understanding shouldn't be affected by the expire date from the ES 03-14 which had to be on friday, March 21. And after all it seems that on the next monday at 10am it jumps back to the true price.

Attached Thumbnails
Ninjatrader 7 - strange Market Replay behavior / data-chart2.png  
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  #4 (permalink)
Elite Member
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Favorite Futures: EURUSD
 
Posts: 5 since Jul 2013
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hey, I just want to say that I installed Ninjatrader in a new Windows 7 virtual machine instead of Windows XP and now it seems that Market Replay is working properly! It now shows me a completely different price, which looks much more realistic, so for the problem is solved.

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