possible to convert downloaded historical data to replay format (.ntm) - NinjaTrader Programming | futures io social day trading
futures io futures trading


possible to convert downloaded historical data to replay format (.ntm)
Updated: Views / Replies:7,523 / 10
Created: by gztanwei Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

possible to convert downloaded historical data to replay format (.ntm)

  #1 (permalink)
Elite Member
toronto
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 33 since Sep 2009
Thanks: 3 given, 10 received

possible to convert downloaded historical data to replay format (.ntm)

Hi. Nowadays a lot of datafeeds like zenfire offers tick data for at least several month back. When we open a tick chart of a previous day, I think NT stores the downloaded historical data in somewhere, like theNinjaTrader.mdb or so. is it possible to retrieve that data and convert it into .ntm format for replay purpose?

Reply With Quote
 
  #2 (permalink)
Elite Member
Frankfurt
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: FGBL 6E B4
 
max-td's Avatar
 
Posts: 1,754 since Jun 2009
Thanks: 2,309 given, 917 received

i think its not convertable.
there is a special "recorder" in NT for those replay-datas.
its not the same as the historicals.

max-td
Reply With Quote
 
  #3 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,366 since Jun 2009
Thanks: 3,572 given, 3,982 received


This format is unknown by mortal like us .
I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.

Success requires no deodorant! (Sun Tzu)
Reply With Quote
 
  #4 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

if it is binary format you or we or i need a file description to extract informations.
send a file ... in ntm format

Reply With Quote
 
  #5 (permalink)
Elite Member
toronto
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 33 since Sep 2009
Thanks: 3 given, 10 received


wh View Post
if it is binary format you or we or i need a file description to extract informations.
send a file ... in ntm format

a market replay .ntm file would be like this.
https://futures.io/free_downloads/ninjatrader/misc/192-download.html?view

Reply With Quote
 
  #6 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received


sam028 View Post
This format is unknown by mortal like us .
I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.


Quoting 
a market replay .ntm file would be like this.
https://futures.io/free...load.html?view

sam has right ... you need a file description to stream informations ...
or other input from the coder, but that is proprietary and no one will tell you.

Causality is the relationship between an event (the cause) and a second event (the effect), where the second event is a consequence of the first.
Reply With Quote
 
  #7 (permalink)
Elite Member
Palm Harbor, FL
 
Futures Experience: Intermediate
Platform: ninjatrader, tradestation
Broker/Data: AMP/CQG
Favorite Futures: CL
 
Posts: 4 since Jan 2010
Thanks: 1 given, 3 received

Market Replay NTM

For ninjatrader could an indicator be made that would create a "symbol.ntm" file.

Want to replay yesterdays CL or ES or GC but did not record the data then could use the indictor in a tick chart to create the "symbol.ntm" file.

Features might include:
date -- only produce file for given date
multifile -- as a new date is found then start a new file

Reply With Quote
 
  #8 (permalink)
Just starting out...
Charkov
 
Futures Experience: None
Platform: NinjaTrader
Broker/Data: Zen-fire
Favorite Futures: YM
 
Posts: 4 since Jan 2010
Thanks: 2 given, 0 received

ninjatrader-support2.com/vb/showthread.php?t=6147
may be its can help

Reply With Quote
 
  #9 (permalink)
Elite Member
Palm Harbor, FL
 
Futures Experience: Intermediate
Platform: ninjatrader, tradestation
Broker/Data: AMP/CQG
Favorite Futures: CL
 
Posts: 4 since Jan 2010
Thanks: 1 given, 3 received

Ninja Replay

For that utitility would still need something to create the data files.

Reply With Quote
 
  #10 (permalink)
Elite Member
Bratislava, Slovakia
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG
Favorite Futures: NQ, 6E
 
mrjoe's Avatar
 
Posts: 21 since Oct 2010
Thanks: 30 given, 60 received



sam028 View Post
This format is unknown by mortal like us .
I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.

After examination of NTM file structure and ninjatrader libraries I think it is SqlServer CE database file. But I failed to open it using standard microsoft libraries. Maybe it is modified to prevent reading by a third party tool.

Reply With Quote

Reply



futures io > > > > > possible to convert downloaded historical data to replay format (.ntm)

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Market Replay Data Big Mike NinjaTrader 128 August 27th, 2016 08:58 PM
Historical CL Tick Data and Minute Data Big Mike The Elite Circle 112 July 26th, 2014 07:07 PM
Does anyone have $EURUSD market replay data kaywai NinjaTrader Programming 3 June 14th, 2011 08:22 AM
Place where NT7 saves downloaded replay data? PowerM Traders Hideout 5 September 20th, 2010 09:21 PM
What should I have as 'days back' under 'Format Data Series' eone Traders Hideout 5 February 24th, 2010 07:38 AM


All times are GMT -4. The time now is 06:05 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-12 in 0.12 seconds with 19 queries on phoenix via your IP 54.167.44.32