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How to use Market Replay in NinjaTrader?


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How to use Market Replay in NinjaTrader?

  #1 (permalink)
London Trader
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I have selected 6B 06-16 for 24 February 2016 in Historical Data > Get Market Replay. I hit download and it apparently does that.

Can someone please explain what to do next, how to get a graph to point at 24th February 2016?

Thanks,

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  #2 (permalink)
 choke35 
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London Trader View Post
I have selected 6B 06-16 for 24 February 2016 in Historical Data > Get Market Replay. I hit download and it apparently does that.

Can someone please explain what to do next, how to get a graph to point at 24th February 2016?

Thanks,

NinjaTrader Version 7

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  #3 (permalink)
 
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 rleplae 
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You need to make a connection with the replay
then you choose the day in the window that appears
and you choose the replay speed

You will see the chart moving as if it was that date...

tip : it is always good to load a few days, like one before and one after...
with regards to the history of your chart and possible time zone

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  #4 (permalink)
London Trader
London, UK
 
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I installed NT8 Beta. When I connect to replay, the date options are greyed out and my graph is blank.

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  #5 (permalink)
 
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 trendwaves 
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London Trader View Post
I installed NT8 Beta.

Well there is your first mistake. Try NT-7 , it works fine.

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  #6 (permalink)
 
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 rleplae 
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There exist a version of marketreplay that can be used with NT8 but the old version
and the new version are not compatible

I received a mail they would implement something to be able to choose the format

Clearly the file formats are different between NT7 ad NT8

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  #7 (permalink)
 
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London Trader View Post
I installed NT8 Beta. When I connect to replay, the date options are greyed out and my graph is blank.

You need to download some data first. Press F1 and review the Help Guide for assistance on downloading data.

Edit: Here is the relevant Help Guide link https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?set_up12.htm

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  #8 (permalink)
London Trader
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No, I had done that. I have been as far as looking at a Play/Pause/Stop with digital clock.

The issue is that nothing happens when I try viewing a back month (an illiquid product that won't expire for a long time). The chart is empty (which I can understand, although I think there should be something because if the price is really the 0 - 0.0001 displayed then I'd definitively bid an iceberg on that with the view that it can't possibly go down), so where are the bid and ask prices displayed?

Obviously there isn't anything that anyone could do with an illiquid product. Does market replay only work for outrights, or is there a way to replay calendar spreads and other strategies?

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  #9 (permalink)
 
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 trendwaves 
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London Trader View Post
No, I had done that. I have been as far as looking at a Play/Pause/Stop with digital clock.

The issue is that nothing happens when I try viewing a back month (an illiquid product that won't expire for a long time). The chart is empty (which I can understand, although I think there should be something because if its really the 0 - 0.0001 displayed then I'd definitively bid an iceberg on that with the view that it can't possibly go down), so where are the bid and ask prices displayed?

Obviously there isn't anything that anyone could do with an illiquid product. Is there a way to view calendar spreads or other strategies?

Odds are pretty good there is no market replay data available for back month contracts. If that is in fact the case, you would have to record your own data and produce your own market replay data files. NinjaTrader only provides market replay data files for download for a few select popular futures contracts. Maybe start with the ES and see if you figure out how to get that to work.

If you can get your hands on some historical tick data files, that would work in NT8 Market Replay as an alternative path to trying to download market replay data files from NinjaTrader.

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  #10 (permalink)
 AnyM 
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I use marketreplay.net I bought the pro version. Well worth it for me, it works a treat.

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Last Updated on October 24, 2016


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