‘GC 08-25’ on 18th June 2025 1:40 PM (EST) - Attached images is in Indian timezone so need to subtract 9 hours 30 minutes to get the server time.
I record the live markets on my 2 monitors so that I can review them later, I do this because I do not trust that my indicators will work perfectly the same way they worked in live conditions.
But this whole time I was assuming the market replay is a perfect replica of ticks and bars as what happened during the live session.
But for GC on 18th June 2025 1:40 PM, the candles that start forming in market replay data are not matching with what actually happened at that time. It is clearly visible in the attached diagram, the data was matching till 1:40 PM (11:10 PM IST on the chart) but then it starts slowing down and by 1:52PM I found market replay was rendering a red candle that happened at 1:50 PM in the live condition.
I am not sure how long it then took market replay to catch up with the live conditions, that is something which probably NinjaTrader team needs to investigate.
So far I have been testing my strategy on market replay with the assumption that I will get the exact results in market replay that I will get on live becauase the ticks match, I understand the slippage will differ but I was certain atleast the data and candles are perfectly according to actual live conditions.
But with this find now I am questioning how many places is the market replay data corrupt due to such lags in its recording.
And where does it leave the trader, we are just being fooled to run our strategy on imaginary data and when it fails on live data we blame ourselves and our strategy while the entire time it was just ninjatrader giving us messed up results causing us to take messed up settings to our live account.
Is there any accountability on the part of Ninjatrader in such a senario, is it not their obligation to ensure that the market replay is accurate.
Please let me know how I can now move forward, because if this is the quality of market replay data then it is totally useless for me.
I would request ninjatrader to remove market replay from the product if they are incapable of providing actual live data in market replay, because otherwise they are just fooling people, and that is not good.
Warm Regards.
