Market Replay and Tick Charts

[Showa50]

I've been using the Market Replay to review some set-ups I miss during the day and noticed that the chart bars differ from my live charts and the Market Replay. I use tick charts to trade.

Has anyone else have this problem with Market Replay?

[NinjaTrader_Brett]

Hello,


Thank you for your note.


Please review this information on how your chart and be different after reloaded from the historical data server.

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Let me know if I can be of further assistance.

[YanCanCook]

I've noticed for the past 1 year that the tick charts on replay only update at min of 1 second intervals regardless of the chart refresh setting. I have long suspected that this is the way the replay works and not how the data is displayed. I have never gotton anyone at NT to confirm this, however but I am sure that it is indeed the case. i noticed this because I mainly day trade fast moving markets on 25- 250 tick charts. This is not your imagination. In live sim mode, the tick data and charts update virtually real time. On replay of the exact same events on replay mode, there is a 1 second clocking during which many bars are suddenly drawn almost at the same time giving a jumpy behaviour that makes it impossible to trade. My only solution to this was to (1) stop trading tick charts on NT and/or (2) stop using replay and just give up the testing part or use another platform.

[billr]

Are time stamps only measured to the second? If so, would all tick prices occuring within the second starting at say 1:30:11 be updated to chart simultaneoulsly at the end of that second?

[NinjaTrader_Brett]

Hello,

Data is only stored with second granularity in the database and this is expected. However the ticks should be saved in the order they were received therefor there order stays in tacked.

Let me know if I can be of further assistance.

[billr]

So does this mean that when replayed, the tick movement within the 1 second time frame is recognized by NT. e.g. in the unlikely scenario where a stop and a profit target may fall within an intra-second price swing, will NT recognize the correct, real-time sequence of ticks? To use an extreme example, If the real-time price swing was $1.00 to 1.04 then to 0.95 all in one second, would a PT of 1.03 be recognized before the almost instant swing down to a 0.97 stop?

[NinjaTrader_Brett]

Hello,

Yes it is stored in the order it is received and played back in the order received.

Let me know if I can be of further assistance.