Market Replay function

[sandman]

I am new to NinjaTrader and would appreciate some help on getting the REPLAY function to work. I must be doing something incorrectly.

I thought the use of the REPLAY function is to be able to replay the recorded part through the chart and DOM as if it is in real time, i.e. the DOM moving up and down with the price and the chart moving along accordingly. Am I wrong in that assumption? If so, then the remainder below here is of no concern. If I am not wrong, then please read on.

Here is what I did:

The recording part seemed to work (as I have two dates showing up after the word Market Replay Connection). It is the replaying of this data which I haven't been able to make work.

Here is what I did:

1. I connect through the Control Center to MARKET REPLAY CONNECTION.

2. The REPLAY control appears. If I push "start" on that one it shows to be "moving", as the 'seconds are ticking away'.

3. Now I need a chart. I open up a new chart through Control Center > File > > New > Chart

4. I get the pop up "Format Data Series"

5. I change the Name (of the Instrument) to one that is in the recorder's listing.

6. On "Days back" I put in "1". "Bars back" and Start Date are left untouched by me. Interval settings are left at 1 minute.

7. I click OKAY.

8. Chart opens up. It is for the whole day (in this case 8 June). It is static, doesn't move. There seems to be no connection between the recorded data feed and the chart.

What am I doing wrong? Help please.

Sandman

[NinjaTrader_Jason]

Hello Sandman,

You are correct in your assumption - you can replay data which you recorded in real-time during previous sessions.

Can you please right click in the Market Replay control and select 'Available Instruments'. Check what Market Replay data you have available - what times and what instruments. Check if you receive data for the instruments and times listed. More information to replay the Market Replay connection can be found at the following link.
http://www.ninjatrader-support.com/HelpGuideV6/Replay.html

[sandman]

Thanks. (BTW I have NT6.5 if that makes a difference).

When I go to Connect > Market Replay Connection I get a choice of two dates: 08.06.2010 and 09.06.2010. (Only these two dates, no instruments).

Right clicking on the "Market Replay Control" gives me
"Available Instruments" and
"Go to"

"Available Instruments" shows:
Instrument L1Begin L1End L2Begin L2 End
6E 09-10 12:47:25 15:15:19
CL 07-10 13:21:27 15:05:52 13:49:24 15:02:11
ES 06-10 11:05:28 15:15:04 13:49:20 15:15:03
...

You say "Check if you receive data for the instruments and times listed" - how do I check this?

Sandman

[NinjaTrader_Jason]

Once connected to the Market Replay and you start it, please create a new SuperDOM or chart. I suggest to select the ES 06-10 and check if you receive data starting at 11:05:28.

Subsequently check if you receive data for the 6E starting at 12:47:25.

[sandman]

Hi Jason - thanks that worked! :)
I think the trick is in the right sequence i.e. Opening up the Replay Control Center and actually pushing START on it. Only THEN open up the DOM and a chart. Doing it the other way around won't work. Anyway, I am all set - thanks again!
Sandman