Tick Replay Issue: Data failing to populate during rapid market moves

General Discussions
1

When tick replay is enabled on a chart and the market moves very quickly, it appears that data does not populate for that rapid movement.

Why is that?

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2

Because, in spite of having the best overclocked computer CPU money can buy, everything for that particular instrument that you are receiving data for and all the indicators and strategies that use that data, all go through only one of the CPU cores. No better than using an i3 CPU.

Until they start producing a new way a computer works (quantum computing), I’m afraid we are all limited by this one issue.

I, myself, have a 32 core i9 series Intel CPU and 32 GB of RAM with nothing running except NT8. I use a program that compares the data feed time to my computer time (“Chart Lag Measurement” by Zac White) and also a program that syncs my computer clock to a nearby time server (NetTime by timesynctool.com) and most of the time the difference is the same as the ping time to the CME data servers, however, often the difference is a few seconds to a few minutes during heavy trading times.

It only improves if I have NO indicators or other workspaces open. But it still lags beyond getting a hell of a slippage on orders. So I just stand aside during some of the best trading times.

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3

Why do you enable Tickreplay? It slows down your realtime data coming in, and being processed.
While you are trading you don’t need tickreplay. And if you want to use it later, just download it after the markets are closed.

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4

I do not use TickReplay.

However, I do not think it impacts anything after “State == State.Realtime” once the workplace has fully opened and data feed has updated the charts.

Could I be wrong?

5

@Maverick did enable it.
When enabled Tickreplay catches the incoming data and processes it in a file.

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6

I use Tick Replay, but it’s a bit finicky. You need to follow these steps every time:

  • Open NT and wait for the full load.
  • Right-click the chart and Reload Historical Data.
  • If data is missing, go to Tools > Historical Data > Download (make sure “Tick” is checked).
7

I don’t understand what the difference is between Tick Replay and Playback? Can you tell me what the difference is?
I use Playback with just historical data, and this data is exactly identical to the realtime data.
My indicators give exactly the same charts with historical data as with live data during the open sessions.

8

. Why “Right-click > Reload Historical Data”? (Cache Integrity)

NinjaTrader caches (saves) chart data to your hard drive to speed up loading.

  • The Risk: The cache is often optimized for standard “End of Bar” data. If you previously opened a chart without Tick Replay, NT might have a “lightweight” version of that day saved.
  • The Fix: Forcing a reload tells NinjaTrader: “Ignore the lightweight cache. Go back to the database, grab the raw tick data, and rebuild every single bar from scratch.” This ensures your indicators fire exactly as they would have in real-time.

Why “Download… make sure ‘Tick’ is checked”? (Granularity)

This is the most critical step.

  • The Risk: By default, many data providers and historical requests only provide 1-minute data. If you have 1-minute data, NinjaTrader knows where the price started and ended, but it doesn’t know the path it took to get there. Tick Replay requires the path.
  • The Fix: You cannot “replay” ticks that aren’t on your hard drive. Explicitly downloading “Tick” data ensures you have the microscopic sub-second data required to run the replay engine.
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