I have a similar issue. I follow the instructions here, but get multiple errors.
For example, I have the full month of replay data for the 01-18 contract for oil futures (CL) downloaded. This is from Nov 14 up to today. I connect to Market Replay, and then pull up a CL chart and let it load. I can select any date in the range…e.g. Nov 29, and start the replay. Immediately the yellow warning pops up in the top left “A.P.E.X. Diagnostic Bar Range: Index was out of range. Must be non-negative and less than the size of the collection. Parameter name: index”
This doesn’t seem to affect the replay, but is kind of annoying, as it takes up a lot of chart real estate.
Further, the Expected Volume never shows. It says “Error: Tick Data Supply experienced an error. Underlying data supply has an error. Bars failed to load with complete data.”
The only way I can seem to avoid these errors is to first go to the Historical Data Manager and download tick and minute data for the contract range. Then pull up a chart and let it load with that data, then close it, then connect to market replay, pull up the chart again, and then run it.
Is this how it was supposed to be done to get EV all along? Is there something I’m missing?