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Data missing in Market Replay. Please help?


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Data missing in Market Replay. Please help?

  #1 (permalink)
 DoctorDirty 
Fukuoka-shi, Fukuoka-ken, Japan
 
Experience: None
Platform: NinjaTrader
Trading: Futures
Posts: 46 since Sep 2013
Thanks Given: 43
Thanks Received: 20

Attached is Chart 1 and Chart 2. In chart 1, I have the 11th of November (Tuesday) loaded, but the data for the 7th (Friday) and 10th (Monday) do not show up unless I start Market Replay on the 7th and fast forward at 500x speed, without dragging the bar, until the time I want to start (Chart 2). Market Replay was working fine until this date. You can see in the charts that this is for the 12-14 contract. I've also tried the 3-15 contract and get the same problem. Also, I've redownloaded and have doubled checked the data; it's all there. Level 1 and Level 2. I've even tried downloading the historical data in addition to the replay data. It doesn't matter if I change the chart from Renko to daily, to 15 minutes, or to tick. Same problem and the only solution is to fast forward in order to get all the data.

I also had the same problem trading Market Replay of CL. I was trading SIM for October and on my daily chart the last two weeks of September were missing. Really frustrating.

Does anyone know why this is happening and how I can fix it?

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  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
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DoctorDirty View Post
Attached is Chart 1 and Chart 2. In chart 1, I have the 11th of November (Tuesday) loaded, but the data for the 7th (Friday) and 10th (Monday) do not show up unless I start Market Replay on the 7th and fast forward at 500x speed, without dragging the bar, until the time I want to start (Chart 2). Market Replay was working fine until this date. You can see in the charts that this is for the 12-14 contract. I've also tried the 3-15 contract and get the same problem. Also, I've redownloaded and have doubled checked the data; it's all there. Level 1 and Level 2. I've even tried downloading the historical data in addition to the replay data. It doesn't matter if I change the chart from Renko to daily, to 15 minutes, or to tick. Same problem and the only solution is to fast forward in order to get all the data.

I also had the same problem trading Market Replay of CL. I was trading SIM for October and on my daily chart the last two weeks of September were missing. Really frustrating.

Does anyone know why this is happening and how I can fix it?


The chart is built from historical tick data and replay data. The missing chunk is historical tick data. You probably need to reload tick data from your data provider for the missing days.

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  #3 (permalink)
 DoctorDirty 
Fukuoka-shi, Fukuoka-ken, Japan
 
Experience: None
Platform: NinjaTrader
Trading: Futures
Posts: 46 since Sep 2013
Thanks Given: 43
Thanks Received: 20



Fat Tails View Post
The chart is built from historical tick data and replay data. The missing chunk is historical tick data. You probably need to reload tick data from your data provider for the missing days.


Thank you for this. I generally avoid connecting to a live data provider because I'm trading SIM now, so if I have charts up I might accidentally peek into the future. I thought I had the historical data downloaded because when I would be connected to Market Replay or Kinetic I would try to download the historical data and I wouldn't receive any error. NT would even flash something in the bottom right of the control center as if it had actually downloaded something. I guess I know now. Thanks again.

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Last Updated on December 4, 2014


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