Market replay not working

[rtrader]

I have found 3 issues with market replay on my PC. The major issue is that replay will not work at all with v7 b14. It works fine in my v6.5.

I live in the UK and my timezone offset is currently UTC/GMT + 1 hour. My PC's clock is based on this. I have been trading 6E (Euro) and 6J (Yen) for the last week with b14 - charts all working fine with the correct timestamp and trades being managed correctly. Generally Ninja runs and is connected to Zen Fire on my PC 24/5 collecting historical data.

On each chart I am using a session template starting each day at 00:00 and ending 00:00 Monday to Friday - 24/5 but based on UTC which is 1 hour behind my timezone. This template was derived from your Default 24/5 template but based on UTC rather than UTC -5. FYI my reasoning behind using this timeframe is that as the currencies are 24 hour but I like to drive pivots, day ranges etc. calculations from UTC/GMT.

1st issue. I intiate Market Replay connection and load a chart. e.g. a 5 min chart of 6E with the template above. I move the replay date to 23rd April (although any day has exactly the same problem). The end bar is at 5:00am rather than at 00:00. See the chart. The data from 00:00 is in history - see other image. I thought a clue to this issue might be the time difference - minus 5 - between your Default template or the instument settings and mine.

2nd issue. Note the time on the replay panel 12:38:11. Weird. Change to another day and it gives you another obscure time and definitely not relevant to the chart time.

3rd issue. Starting the replay with the play button does not add bars or change the price, neither does increasing the speed. The time counter increments but the chart does not change. If I try others days the chart will refresh to the correct day but the chart will still not update. Changing the Session template changes the time at the bottom of the chart but makes no difference overall, so perhaps my timezone / template has no bearing on the problem.

[rtrader]

I've just noticed the Replay dialogue From Date in the image is set to 2009. It still doesn't work even with 2010. Exactly the same problems.

[NinjaTrader_Kyle]

Hello rtrader,

Thank you for your post.

1.) Please right click in the Replay Control window and select 'Available Instruments'.
In the Available Instruments window, Next to 6E, what are the L1 begin and L1 end times?

2.) Please bring this replay date/time back up and open a new Time & Sales window (File > New > Time & Sales). In this time and sales window, do you see any data plotting when the chart time and replay time do not match?

3.) Please double check the L1 begin and end times on this issue as well.

[rtrader]

Kyle -

Attached are some graphics of the things you suggested. As you can see there are differences in the dates and times. In one instance there was one entry in the T&S window but that was all.

I'm not sure what the L1 and L2 values are but for some reason the times mostly start at 5:00am.

Changing the date in the replay dialogue always refreshes the chart with new data - although it always starts from 5:00am on the day specified - please see my previous post. However, the chart never updates when replaying.

There is minute and tick data for all the days tested.

Thanks.

[NinjaTrader_Kyle]

Hi rtrader,

Thank you for providing those images.

1.) The L1 times in this menu show the time-range of your available price data. That these are starting at around 5:00 on most dates indicates that NinjaTrader is left running overnight. In this case, NinjaTrader would 'roll over' to the next replay date at 12:00 AM EST, or 5:00 AM on your end.

2.) As a test, I would like you to take the following steps:

• Open the Tools > Options > Data tab and uncheck the box labled 'Record for Market Replay'.
• Next, return to the Control Center and click File > Utilities > Download Replay Data.
• In the Download Replay Data menu, download data for 4/26 on 6E.

After you have downloaded the data, disconnect from your data provider and connect to market replay. When replaying the 26th from the downloaded data, are you seeing the same issue occur?

[rtrader]

Kyle -

Thanks for the instructions.

Pic 1 - Available data. Have I now lost some previous days data because some has been downloaded?

Pic 2 - Before replay starts. It looks like the data is starting at 21:23 not 5:00am as before. It looks like the same time from the L1 data on the 25th.

Pic 3 - replay started. T & S updating. Chart not updating yet because pre the 26th.

Pic 4 - more T&S data coming through. After session open.

Pic 5 - chart now updating from midnight.

This procedure seems to work but it doesn't under the previous conditions mentioned.

[NinjaTrader_Kyle]

Hi rtrader,

Can you provide me with the timestamp of the bar I highlighted in red in the attached image?

[rtrader]

The time of the bar highlighted is 00:01.

[NinjaTrader_Kyle]

Hi rtrader,

Thank you for providing that information.

In order to further test, I will need you to provide me with several items.

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle - 309739' in the subject line and I will provide further instructions.

[rtrader]

In your email, you recommended I do a clean build of Beta 15 which I did. I copied the saved days data but still have exactly the same issues as below when replaying.

I have now deleted all saved days and will start afresh, in case the migration of daya data originally from 6.5 affected replay in some way. Next weekend I will try again and if it still fails will post again.

[ZTR]

Replay error in NT7 Beta 15

I finally crashed Beta 15 - Had problems with previous versions.

Description:
Stopped working
Problem signature:
Problem Event Name: CLR20r3
Problem Signature 01: ninjatrader.exe
Problem Signature 02: 7.0.0.15
Problem Signature 03: 4bdae848
Problem Signature 04: NinjaTrader.Core
Problem Signature 05: 7.0.0.15
Problem Signature 06: 4bdae823
Problem Signature 07: 214a
Problem Signature 08: 0
Problem Signature 09: System.StackOverflowException
OS Version: 6.1.7600.2.0.0.256.48
Locale ID: 1033
Read our privacy statement online:
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C:\Windows\system32\en-US\erofflps.txt

Last line of the trace: 2010-05-07 20:19:13:461 (Market Replay Connection) Data.Bars.GetBarsNow: instrument='YM 06-10' from='2006-06-01' to='2010-05-06' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Default 24/7'

[NinjaTrader_Austin]

ZTrade101, can you please provide us with the exact, complete set of steps that led up to the crash?

[ZTR]

All I did was open another chart once I started Replay. Once Replay starts I found, in previous beta versions, that touching anything is a potential crash. No one else has reported any problems like I describe? Slider is useless (will try tomorrow again) in past versions..

Basically, I find that 7 is touchy in Replay.

Another thing I still want to see the Replay interface code changed to allow batching. I am in the process of doing my weekly Replay download and I have to download 3 Instruments for a week. Each by itself.

It can't be that hard to fix, you just modified it to half way what I was looking for.

[NinjaTrader_Austin]

ZTrade101, I know the Market Replay feature is touchy and I've crashed it well over a hundred times myself. It is just that if we have a very specific set of instructions that create a crash on demand, we can fix the bug.

When NT7 was in its first beta release, MR was basically unusable. Now, at release 15, it is working very well, but there are still some bugs to iron out.

As for the batch download of market replay data, I've already sent that in as a request a couple of days ago and haven't heard anything since.

[ZTR]

Sorry if I sounded harsh. Overall 15 is really robust. In live data mode it has yet to crash since I have had it.

Another question: my broker had me delete my database, in a matter that I didn't think could be impacted by the db. Is there something that can go wrong in the db that causes this? That a repair database is not enough to correct? The obvious is: Really bad things sometimes happens to files, but nothing happened, no crashes..., unless that is their standard answer.