NT5 eSignal $PLAYBACK - trades never get filled

[funk101]

When using NT5 with eSignal $PLAYBACK file, my orders never get filled. LIMIT or MARKET. The data is fine, just the order never get's filled

[NinjaTrader_Dierk]

a) Please check the logs. are there any error messages?
b) Which instrument?

[funk101]

Here's the log file. I'm using ER2 03-06. My datastream is from eSignal. I see on the log files, the third from the bottom, it says something 'bout Interactive Brokers and others, I don't have an account with any of them, don't know if that matters. This works during market hours fine, it's just on eSignal $PLAYBACK that my orders sit there in limbo. LIMIT orders AND MARKET orders alike.


BEGIN LOGFILE:
1/6/2006 22:53OrderOrder='da1bb82f42564f67aebf8568d2fd7964/Sim101' Name='Entry' New State=Working Instrument='ER2 03-06' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''


1/6/2006 22:53OrderOrder='da1bb82f42564f67aebf8568d2fd7964/Sim101' Name='Entry' New State=Accepted Instrument='ER2 03-06' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''


1/6/2006 22:53OrderOrder='da1bb82f42564f67aebf8568d2fd7964/Sim101' Name='Entry' New State=PendingSubmit Instrument='ER2 03-06' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''


1/6/2006 22:53OrderSubmitting order with strategy (Ticks)


1/6/2006 22:51ConnectionExternal Data Feed: Primary connection=Connected Price feed=Connected


1/6/2006 22:51ConnectionExternal Data Feed: Primary connection=Connecting Price feed=Connecting


1/6/2006 22:51DefaultCurrent license: Type=SimulationOnly State=Verified StartDate=12/31/2004 EndDate=9/8/2099 Dtn ESignal External Replay Simulator InteractiveBrokers Hosted MBTrading Patsystems TrackData TradingTechnologies AdvancedStrategyManagement AutomatedTrading BasicEntry Charting SuperDom


1/6/2006 22:51DefaultVerifying license at primary server ...


1/6/2006 22:51DefaultSession Break (Version 5.0.1000.7)
END LOGFILE

[NinjaTrader_Dierk]

On downloading the EFS tick playback data you need to uncheck the option "Save Trades Only".

[funk101]

That did it! Thanks! But now I see that when in $PLAYBACK, it doesn't actually keep a record of yourP/L's. So the only record of your trades are in the execution tab. Hmm...

[NinjaTrader_Dierk]

Not sure what you meanby "it doesn't actually keep a record of your P/L".

a) You still should see realized/unrealized PL with open positions on the Positions tab.
b) PL on historical positions can be reported by the Performance tab.

[funk101]

Whilst in a trade, you can see the P/L, however, when you exit the trade that information is lost. Normally I would see the 'Realized P&L' in the Accounts Tab dynamically updated, and when out of the trade that information remains, but when in $PLAYBACK mode it doesn't show up either during the trade, or after I exit the trade, neither does it show up in the Performance Tab.

[NinjaTrader_Dierk]

a) Please send us screenshot of positions tab where realized PL is missing.
b) On the performance tab you can report trades made up from executions from your playback feed as any other regular executions resulting from live or sim feed. If trades are not there, but you do see the executions, then please send us:
- zipped DB (Help->Mail to support)
- execution IDs which don't make up trades

Thanks

[funk101]

Ok, sent the DB plus the screen shots.

[NinjaTrader_Ray]

We did not see it come through.

Can you send it again?

Ray