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Old 08-26-2010, 07:17 PM   #1
kylie
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Default Data jump in Market Replay

Hi,

I am new to NinjaTrader and I am having some issues with Market Replay that I am hoping someone can help with. If I have started my recording of 5 minute charts of an FX currency pair at 4.30pm, when I go to replay that data, it will bring in the previous days data (if I only request one day) until midnight and then jump to 4.30pm. This obviously makes a mess of many indicators. How do I get a continuous stream of data without having to start the recording at midnight?

Thanks for your help.

Regards,
Kylie.
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Old 08-26-2010, 08:09 PM   #2
NinjaTrader_Kyle
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Hello kylie,

Thank you for your post and welcome to the NinjaTrader support forum!

1.) Which version of NinjaTrader are you using? (Help > About)

2.) Who is your data provider?
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Old 08-26-2010, 10:54 PM   #3
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Hi Kyle,

I am on version 6.5 and my data provider is Interactive Brokers. I have now attached a picture so you can see what I mean.

Regards,
Kylie.
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File Type: jpg Market Replay jump.jpg (156.6 KB, 5 views)
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Old 08-26-2010, 10:57 PM   #4
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Hi kylie,

Please right click in your chart and select Properties.

What settings are you using for the Session Begins and Session Ends properties?
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Old 08-26-2010, 11:27 PM   #5
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Hi Kyle,

Both the session begins (local time) and the session ends (local time) fields are set to 12:00AM. I have not altered these so I assume they are the default.

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Old 08-27-2010, 05:30 AM   #6
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Hello kylie

Unfortunately I do not see a way to have the chart display continuous data in such a situation other than to record Market Replay data starting at midnight.

Please note that NinjaTrader 7 will allow you to download Market Replay data. It is still in beta fase, but it can be downloaded at the link below.
http://www.ninjatrader.com/webnew/do...g_software.htm

More information regarding the Market Replay in NinjaTrader 7 can be found at the following link.
http://www.ninjatrader.com/support/h...7/set_up12.htm
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Old 08-27-2010, 05:48 PM   #7
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Hi Jason,

Thanks for the information. I don't think I am ready to tackle a beta version of the product, so I guess I'll just have to either stay up late or see if I can workaround the invalid orders the strategy identifies due to the data gap.

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