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Date/Time: Fri, 29 Mar 2024 13:20:09 +0000



Market Replay Stops at random EOD

View Count: 533

[2020-11-19 04:06:48]
jwick - Posts: 142
So I suspect this has something to do with skip empty periods.

My market replay sometimes stops during the 5 PM EST futures market halt. The replay appears as if it has stopped (the control panel "Stop" button is greyed out and the Play/Pause button is displaying "Play"). However, the chart itself only shows data up till the point the replay stopped (as opposed to showing data till the last day loaded on the chart if I were to actually stop the replay). I have Skip Empty Periods checked, using Accurate Backtest Mode.

The last few lines in my message logs are as follows:

Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Performing a full recalculation because it has been tagged. Chartbook: YM.Cht | 2020-11-18 22:42:05.887
Replay 30720X: YM-202012-ECBOT [CB] 15 Min #5 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.812
Replay 30720X: YM-202012-ECBOT [CB] 15 Min #5 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.813
Replay 30720X: YM-202012-ECBOT [CB] 1 Day #6 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.814
Replay 30720X: YM-202012-ECBOT [CB] 1 Day #6 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.815
Replay 30720X: YM-202012-ECBOT [CB] 60 Min #8 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.816
Replay 30720X: YM-202012-ECBOT [CB] 60 Min #8 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.818
Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.819
Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.820
Replay 30720X: YM-202012-ECBOT [CB] 1 Min #12 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.823
Replay 30720X: YM-202012-ECBOT [CB] 1 Min #12 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 3805843 | 2020-11-18 22:51:38.370

Thoughts / advice appreciated! On v2182.
[2020-11-19 19:03:31]
Sierra Chart Engineering - Posts: 104368
First thing we want you to do is to update Sierra Chart to the current version:
Software Download: Fast Update

And see if you still have the issue.

And also activate the chart by selecting it, where you are expecting the replay to still be active to see the correct state of the replay on the replay control panel.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-11-29 00:08:36]
jwick - Posts: 142
Updated to the latest version and no luck. Attached a screenshot verifying that indeed the replay control panel is referring to the chart being replayed. Here the replay stopped sometime in Mid December 2019 when it was running starting September 2019 with the chart having data till October 2020.

Note: Not sure if this is relevant ... I am running this on a sub-instance. Would that have an effect?

Here is the log from this run:
Replay 1.00X: NQ-202012-GLOBEX/MNQ-202012-GLOBEX-USD [CB] 3 Min #3 | Performing a full recalculation because it has been tagged. Chartbook: TCAllGlobalComm.Cht | 2020-11-28 17:47:40.525
Replay 30720X: NQ-202012-GLOBEX [CB] 30 Min #13 | Transitioning to next futures contract symbol NQ-202003-GLOBEX | 2020-11-28 18:11:49.341
Replay 30720X: NQ-202012-GLOBEX [CB] 30 Min #13 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-28 18:11:49.355
Replay 30720X: NQ-202012-GLOBEX [CB] 45 Min #19 | Transitioning to next futures contract symbol NQ-202003-GLOBEX | 2020-11-28 18:11:49.356
Replay 30720X: NQ-202012-GLOBEX [CB] 45 Min #19 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-28 18:11:49.358
Replay 30720X: NQ-202012-GLOBEX [CB] 1 Day #8 | Transitioning to next futures contract symbol NQ-202003-GLOBEX | 2020-11-28 18:11:49.359
Replay 30720X: NQ-202012-GLOBEX [CB] 1 Day #8 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-28 18:11:49.360
Replay 30720X: NQ-202012-GLOBEX [CB] 15 Min #9 | Transitioning to next futures contract symbol NQ-202003-GLOBEX | 2020-11-28 18:11:49.362
Replay 30720X: NQ-202012-GLOBEX [CB] 15 Min #9 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-28 18:11:49.364
Replay 30720X: NQ-202012-GLOBEX/MNQ-202012-GLOBEX-USD [CB] 3 Min #3 | Transitioning to next futures contract symbol NQ-202003-GLOBEX | 2020-11-28 18:11:49.364
Replay 30720X: NQ-202012-GLOBEX/MNQ-202012-GLOBEX-USD [CB] 3 Min #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-28 18:11:49.366

Date Time Of Last Edit: 2020-11-29 00:19:56
Private File
[2020-11-29 00:16:17]
jwick - Posts: 142
Update: So this is interesting and might be a useful clue. I had to create a quick GIF (attached) to demonstrate this but at the right edge, if I go one bar beyond the right most bar, the date goes from 2019-12-11 (on the column with a bar printed) and jumps to 2020-03-20 (on the column immediately to the right of the last printed bar). Outside of the market replay (so when the chart is loaded before the market replay), data exists (and appears normal) between those dates.
Date Time Of Last Edit: 2020-11-29 00:18:44
Private File
[2020-11-29 04:54:07]
Sierra Chart Engineering - Posts: 104368
There definitely is no problem with the replay functionality.

We see you are using custom studies. Restart Sierra Chart and enable Safe Mode. Let us know if you need instructions.

And re-download the data following these instructions:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-11-29 04:54:26
[2020-11-29 17:59:25]
jwick - Posts: 142
YES!😄 Thanks so much. Looks like it was the data after all! A full deletion and re-download of all symbol's contracts on my main instance fixed the replay halts. Not sure what corrupted the data? I use SC as my data provider. I saved a copy of the offending data files before doing the re-download. I can send them over (just over 6 gb) if its of any use in uncovering the root cause. It could also just have been an unusual one-off case of something that happened with my data files sometime in the past.
[2020-11-30 06:27:36]
Sierra Chart Engineering - Posts: 104368
We do not need to look at the files.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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