The HeatMapPro provides a quick, simple, & easy to read visual display of the current market change relative to yesterday’s close or the market open. The bottom panel informs you when the markets are correlated in the same direction or mixed. In addition, the Trend Bars display the trend status for each market. The market’s percent change is traditionally calculated by taking the currently traded price and subtracting it from yesterday’s Closing price. Our HeatMap can also show the percent change from the market Open.
Live data feed
Your data feed provides the instrument’s Last Session Close price. That price is not calculated by the Heatmap or NinjaTrader. It comes from the exchange to your data feed provider and then to NinjaTrader.
Market Replay data feed
The Market Replay calculates the Last Session Close price when the instruments’s RTH¹ session ends. What this translate to for the Heatmap is the Market Replay must be fast forwarded to the instrument’s closing time and when the after hours market reopens the Market Replay will receive the Last Session Close price and the Heatmap will then start working. Do Not move the Market Replay slider. The Market Replay loses the Last Session Close price when the slider is moved.
I.E. Fast forward the Market Replay data past the first trading day. When the market reopens in the after hours session the Heatmap will start working. Then you can fast forward to the next market open.
Additional information is available on the NinjaTrader Support Forum. Post #1. Post #2.
¹RTH is short for regular trading hour.