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External Data Feed market replay software
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External Data Feed market replay software

  #1 (permalink)
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External Data Feed market replay software

So as you know, NT has the annoying issue of doing only 1-second updates during market replay. This is a total dealbreaker if you pay attention to DOM / L2 on fast moving instruments such as CL, as a lot can happen in a second.

What Im wondering is if there is some kind of stand-alone software that can feed market replay into NTs external data feed?

Thanks in advance

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  #2 (permalink)
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PeterOhlson View Post
So as you know, NT has the annoying issue of doing only 1-second updates during market replay. This is a total dealbreaker if you pay attention to DOM / L2 on fast moving instruments such as CL, as a lot can happen in a second.

What Im wondering is if there is some kind of stand-alone software that can feed market replay into NTs external data feed?

Thanks in advance

I am curious of your source of the information. It was my understanding that while the DOM is configured to not update every tick, the actual information recorded by market replay is every tick as well as every level 2 change.

It is not clear what you are trying to accomplish -- a "faster" DOM? Or more accurate data?

Mike

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  #3 (permalink)
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Big Mike View Post
I am curious of your source of the information. It was my understanding that while the DOM is configured to not update every tick, the actual information recorded by market replay is every tick as well as every level 2 change.

It is not clear what you are trying to accomplish -- a "faster" DOM? Or more accurate data?

Mike

Mike,

The actual information recorded by market replay, does include every tick and every L2 change. But when this is replayed, NinjaTrader does not update the screen with every tick. Instead, it accumulates all the data for one second, then throws it all out on the screen on a per second basis. The one second updates do display the accumulated data chronologically though, so data is still accurate. It's just that it updates the screen to slowly.

So what I'm trying to do, is to get a faster DOM in market replay. I want it to update on every tick instead of every second.

Makes sense?

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  #4 (permalink)
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PeterOhlson View Post
So what I'm trying to do, is to get a faster DOM in market replay. I want it to update on every tick instead of every second.

Makes sense?

Yes, but your request doesn't make a lot of sense to me really --- feeding ninja data, externally or otherwise, is not the answer to making it update the screen faster. The answer to that is to redesign the platform Seriously though, the DOM update speed is not configurable, but the chart update frequency can be modified as low as 100ms if I remember correctly, on the chart setting somewhere.

Mike

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  #5 (permalink)
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Big Mike View Post
Yes, but your request doesn't make a lot of sense to me really --- feeding ninja data, externally or otherwise, is not the answer to making it update the screen faster. The answer to that is to redesign the platform Seriously though, the DOM update speed is not configurable, but the chart update frequency can be modified as low as 100ms if I remember correctly, on the chart setting somewhere.

Mike

I know the charts / T&S / DOM can be configured to update every 100ms or so. But I'm pretty sure this only applies to real-time. In market replay, it will never update anymore than once a second.

The point with feeding market replay data through an External Data Feed, is because NT sees the External Data Feed as a real-time feed, thus it will update the data more often. (This, of course, assumes that the software is capable of sending per tick updates to NT)

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  #6 (permalink)
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PeterOhlson View Post
I know the charts / T&S / DOM can be configured to update every 100ms or so. But I'm pretty sure this only applies to real-time. In market replay, it will never update anymore than once a second.

The point with feeding market replay data through an External Data Feed, is because NT sees the External Data Feed as a real-time feed, thus it will update the data more often. (This, of course, assumes that the software is capable of sending per tick updates to NT)

OK, better understood now. BTW, do you have a link to your source for market replay only updating charts/dom once per second?

Mike

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Need help?
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  #7 (permalink)
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Big Mike View Post
OK, better understood now. BTW, do you have a link to your source for market replay only updating charts/dom once per second?

Mike

Here's one source I could find, take a look at post #5 on this page made by NinjaTrader_Brett

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  #8 (permalink)
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PeterOhlson View Post
Here's one source I could find, take a look at post #5 on this page made by NinjaTrader_Brett

Yeah he is just talking about how each tick is time stamped. You are saying your charts and DOM only update once per second, where did you get this info? Just curious, only because I am not sure it is correct.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
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  #9 (permalink)
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This is what help file says

....

"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
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External Data Feed market replay software-marketreplay.png  
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  #10 (permalink)
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Big Mike View Post
Yeah he is just talking about how each tick is time stamped. You are saying your charts and DOM only update once per second, where did you get this info? Just curious, only because I am not sure it is correct.

Mike

That is correct, but the whole thread needs to be viewed in context. Anyways I found a better source here: NinjaTrader Version 7 help guide

If you from the left-hand menu select: Operations - > Market replay -> Replay -> "Understanding how the Market Replay works", then read the 5th bulletin, everything is explained there.

I can't link directly to the article because the website uses Javascript or something.

You can also try this yourself in NT, if you try replaying some data and open the chart / T&S / DOM, you'll see that it mostly updates in second intervals.

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