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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
Can you help answer these questions from other members on NexusFi?
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
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.
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.
