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


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

  #1 (permalink)
 gztanwei 
toronto
 
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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?

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  #2 (permalink)
 
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 max-td 
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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
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  #3 (permalink)
 
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 sam028 
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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.

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  #4 (permalink)
 
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 wh 
Neubrandenburg, Germany
 
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if it is binary format you or we or i need a file description to extract informations.
send a file ... in ntm format

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  #5 (permalink)
 gztanwei 
toronto
 
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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.

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  #6 (permalink)
 
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 wh 
Neubrandenburg, Germany
 
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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.

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.

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  #7 (permalink)
 brucebx 
Palm Harbor, FL
 
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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

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  #8 (permalink)
surfer
Charkov
 
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ninjatrader-support2.com/vb/showthread.php?t=6147
may be its can help

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  #9 (permalink)
 brucebx 
Palm Harbor, FL
 
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For that utitility would still need something to create the data files.

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  #10 (permalink)
 
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 mrjoe 
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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.

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