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Script to download nt replay data
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Script to download nt replay data

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Script to download nt replay data

Does anyone know of a ninja script or can you write a script that can download replay tick data for multiple instruments and multiple dates? Thanks.

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Last edited by Big Mike; May 27th, 2010 at 11:58 PM. Reason: moved
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  #3 (permalink)
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good question Vegas. I know downloading one day at once takes long time, though NT 7 is lot better and easier than 6.5 as we don't need to record anymore.

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I have been asking NT about this for a while. I hope someone finds a way to batch this with a script.

NT said they would look at it but were worried about the load on their servers. Or something like that.

I suggested limiting it to time the markets are less busy and set it up so it is a staggered batch. Users would Que up for multiple instruments, etc. Not sure of the logistics, but it should be possible to make the most efficient use of server capacity and bandwidth.

But they are on Beta 16, do not think this is a priority at this time.

Maybe Kinetick will do something like this? I will begin Beta testing that product as soon as they give me the go ahead & plan to give them the best input I can as well as address any thing else I can put forward, including this.

R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
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  #5 (permalink)
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Automated NinjaTrader replay data download script

Automated NinjaTrader replay data download script

I live in Brisbane Australia and I am interested in NinjaScript autotrading as I like to sleep when the US futures market is awake.
I have been an elite member of Big Mikes for more than one year and have been looking for a way to contribute. I found NinjaTrader replay data very tedious to download and saught a way to automate the process. A coder friend and I developed a script to achieve this.
Install AutoHotKey from AutoHotkey
RightClick on "Ninja_DataDL.ahk" and select "Edit"after you download and unrar it.
Change "Control Center" from the default "Untitled1" to whatever yours is called on the first 3 lines.
Change the startdate on line 7 to what you want in YYYYMMDD format.
Change the LoopCnt number on line 8 to the number of days you wish to download.
99 days should cover the life of most futures contracts.
DownloadTime on line 11 sets the time available to download each days data.
20 seconds is more than enough for my internet connection. 10 seconds would be the minimun.
Line 12 sets the Instrument to download. Unfortunately only one instance of any Instrument can be present in your instrument list. If you wish to download ES 12-12, it has to be the only ES contract in your Instrument List. Removal and addition of Instruments is simple in NinjaTrader.
3 months of data takes just over 20 minutes to download and it is best to let your PC get on with the job while you do something more rewarding like taking your dawg for a walk.

Cheers,
Peresai

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Register to download File Type: rar Ninja_DataDL.rar (968 Bytes, 288 views)
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I think similar script was posted a while back here:

https://futures.io/elite-circle/6211-market-replay-users-unite.html

And also, please do me a favor and share AHK scripts here:

https://futures.io/ninjatrader/22956-autohotkey-scripts.html

Mike

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