MarketData Function not Updating During Market Replay

LeeMellinger · 07-08-2012, 04:26 PM

I've written a .Net app that submits orders through ATI and I'm testing it using Market Replay. The only issue I'm having is that the MarketData function appears to return that last price correctly on the first call (as per the Market Replay data), but then continues to return that same price even after Market Replay has moved on to a different price. Is there a way to force NT/ATI to return the "current" last price as per the Market Replay? It probably works fine in the live market, but it would be REALLY nice if it worked the same in Market Replay.

Thanks!

// Follow-Up #1 - The MarketData function appears to be returning 603.94 during Market Replay regardless of how many times you call it.

// Follow-Up #2 - This function returns 603.94 (for AAPL) in all cases. I even logged onto my live Interactive Brokers account and tryed it. Same result. Very strange since AAPL closed at 605.88 on Friday.

NinjaTrader_Brett · 07-09-2012, 06:52 AM

Hello,

Thanks for the forum post.

I'm checking on this for you will return shortly.

-Brett

NinjaTrader_Brett · 07-09-2012, 08:29 AM

With your follow up 2 your saying that on a live account you are not getting the results you expect with live data from AAPL from market open? No market replay involved here?

-Brett

LeeMellinger · 07-09-2012, 09:45 AM

Quote:

Originally Posted by NinjaTrader_Brett

With your follow up 2 your saying that on a live account you are not getting the results you expect with live data from AAPL from market open? No market replay involved here?

-Brett

Fixed! - I found a post that gave me a hint and I noticed that it seems to work in debug mode in VS. You need to wait about 1/2 second (500 mls) after calling SubscribeMarketData before calling MarketData. It seems to work consistently now.

NinjaTrader_Brett · 07-09-2012, 09:57 AM

Glad to hear.

-Brett

LeeMellinger · 07-09-2012, 10:35 AM

BTW... The ATI is really an awesome feature in NT. It allows developers to create sophisticated standalone apps with functionality that cannot be developed in a Strategy. Would definitely like to see the ATI expanded...

07-08-2012, 04:26 PM	#1
LeeMellinger Member Join Date: May 2012 Posts: 33 Thanks: 22 Thanked 0 times in 0 posts	MarketData Function not Updating During Market Replay I've written a .Net app that submits orders through ATI and I'm testing it using Market Replay. The only issue I'm having is that the MarketData function appears to return that last price correctly on the first call (as per the Market Replay data), but then continues to return that same price even after Market Replay has moved on to a different price. Is there a way to force NT/ATI to return the "current" last price as per the Market Replay? It probably works fine in the live market, but it would be REALLY nice if it worked the same in Market Replay. Thanks! // Follow-Up #1 - The MarketData function appears to be returning 603.94 during Market Replay regardless of how many times you call it. // Follow-Up #2 - This function returns 603.94 (for AAPL) in all cases. I even logged onto my live Interactive Brokers account and tryed it. Same result. Very strange since AAPL closed at 605.88 on Friday. Last edited by LeeMellinger; 07-08-2012 at 04:43 PM.
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07-09-2012, 06:52 AM	#2
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,499 Thanks: 109 Thanked 291 times in 280 posts	Hello, Thanks for the forum post. I'm checking on this for you will return shortly. -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-09-2012, 08:29 AM	#3
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,499 Thanks: 109 Thanked 291 times in 280 posts	With your follow up 2 your saying that on a live account you are not getting the results you expect with live data from AAPL from market open? No market replay involved here? -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-09-2012, 09:57 AM	#5
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,499 Thanks: 109 Thanked 291 times in 280 posts	Glad to hear. -Brett Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-09-2012, 10:35 AM	#6
LeeMellinger Member Join Date: May 2012 Posts: 33 Thanks: 22 Thanked 0 times in 0 posts	BTW... The ATI is really an awesome feature in NT. It allows developers to create sophisticated standalone apps with functionality that cannot be developed in a Strategy. Would definitely like to see the ATI expanded...
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The following user says thank you to NinjaTrader_Brett for this post:
LeeMellinger

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