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tick replay resulting in chart freezing
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tick replay resulting in chart freezing
I have a custom indicator that requires tick replay enabled in the data series. I recently purchased a 3rd party indicator that calls the tick replay data from within the indicator itself and therefore does not use tick replay enabled. When both indicators are loaded in the same chart the chart freezes every time. The 3rd party vendor has worked with me to validate this issue.Tags: None
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Hello Wi!s0n,
I gave this a test using the latest version 8.0.10.0 and while I was not able to reproduce any freezing (other than the processing of the historical data), I did find that enabling TickReplay prevents scripts from adding an ask or bid series using AddDataSeries() even though this is using historical data.
This results in a message in the output window and log "Tick replay on 'TnSPrintsHistoricalTickAskBidTest' only works with market data type 'Last''.
I've tested the TnSPrintsExample found here to test using TickReplay data.
Attached is the TnSPrintsHistoricalTickAskBidTest script I've used to test using historical ask and bid data. This script works when TickReplay is disabled.
If you add both scripts to a chart with 1 day of data selected, are you getting freezing?
I'm currently inquiring with development to see about the limitation of adding an ask or bid series. Once I have more information I will post in this thread.Attached FilesLast edited by NinjaTrader_ChelseaB; 11-20-2017, 04:02 PM.Chelsea B.NinjaTrader Customer Service
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Sounds like the third party indicator is attempting to circumvent the need to use tick replay to get bid ask delta data. And that it's trying to do this by comparing the bid, ask, and last prices from the three separate files which is WRONG because the three files are not synchronized due to the unavoidable fact that many records in the separate files will have the same time stamps therefore cannot be read in the correct order.
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Hello Wi!s0n,
The script I used to test was not a valid script for the test because it adds an ask and bid series which is not supported for TickReplay.
From notes in the help guide on Developing for Tick Replay:
"6. Tick Replay is forced for all series loaded, and there is NOT any method to reduce the number of calculations on a per series basis. In other words, you cannot mix and match tick replay series with non-tick replay series
7. Tick replay was only ONLY designed to work with MarketDataType.Last. A TickReplay indicator or strategy should NOT be mixed with a MarketDataType.Ask or MarketDataType.Bid series"
Below is a publicly available link to the help guide.
May I confirm that the script you are testing is adding a 1 tick last series and is not loading any ask or bid information?Chelsea B.NinjaTrader Customer Service
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