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NT7 - Market Replay help


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NT7 - Market Replay help

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  #1 (permalink)
 xplorer 
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Hi guys

I have been struggling with a nasty Market Replay issue for over a week and as part of troubleshooting I'm trying a few things out.

Can I ask a favour - if you have NT7 and have 5 mins to spare, please could you download CL Market Replay data for the 21 Nov 2016 (CL 01-17) and post it a zipped file?

Of course if you have it already, no need to download again.



If you need to locate the file once downloaded, it will be in the

Ninjatrader 7\db\data folder and there will be a subfolder called

20161121

You could zip the contents of that folder and post it here or send to me as PM.

Thank you in advance

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 rleplae 
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Please ..

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rleplae View Post
Please ..

Thank you Ron!

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rleplae View Post
Please ..

Hi Ron

Apologies for not having specified this in my original post.

Would you be able to download both L1 and L2 data?

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with L2

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rleplae View Post
with L2

Thank you very much Ron!

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xplorer View Post
Thank you very much Ron!

my pleasure

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@rleplae

Hi Ron

In case you do make use of Market Replay L1 and L2 on CL, just be aware that Market Replay data for that day I asked (21st Nov) looks like it has corruption at NinjaTrader servers' end.

I just confirmed that with one of the NT Tech Support guys.

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 rleplae 
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xplorer View Post
@rleplae

Hi Ron

In case you do make use of Market Replay L1 and L2 on CL, just be aware that Market Replay data for that day I asked (21st Nov) looks like it has corruption at NinjaTrader servers' end.

I just confirmed that with one of the NT Tech Support guys.

You may wanna try one of the alternative backtesting providers, marketreplay... providers
and see if the same issue is there or not ?

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rleplae View Post
You may wanna try one of the alternative backtesting providers, marketreplay... providers
and see if the same issue is there or not ?

Thanks Ron, I had thought about it, although I didn't go through with it because it looks like the issue was limited to one day (I was having multiple-day issues which I managed to resolve). Since I was trying to isolate what the problem was, that specific day (which you helped by downloading independently) was throwing me off-course.

But it's not that I really needed that day, it was purely for troubleshooting purposes.

In any case, as for the Market Replay providers, the ones I found are

https://marketreplay.net/

https://www.marketreplaydata.com/

One does not appear to offer any kind of trial. The other appears to offer a 'free' version, although I am not clear as to what you get with it.

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xplorer View Post
Thanks Ron, I had thought about it, although I didn't go through with it because it looks like the issue was limited to one day (I was having multiple-day issues which I managed to resolve). Since I was trying to isolate what the problem was, that specific day (which you helped by downloading independently) was throwing me off-course.

But it's not that I really needed that day, it was purely for troubleshooting purposes.

In any case, as for the Market Replay providers, the ones I found are

https://marketreplay.net/

https://www.marketreplaydata.com/

One does not appear to offer any kind of trial. The other appears to offer a 'free' version, although I am not clear as to what you get with it.

one of them used to be completely free
i have it installed (didn't use it for a very long time)
it crashes when i launch it, it's maybe outdated

it was just a thought...

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rleplae View Post
one of them used to be completely free
i have it installed (didn't use it for a very long time)
it crashes when i launch it, it's maybe outdated

it was just a thought...

Understood. I appreciate the suggestion.

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rleplae View Post
one of them used to be completely free
i have it installed (didn't use it for a very long time)
it crashes when i launch it, it's maybe outdated

it was just a thought...

They both use the same source, NinjaTrader market replay servers, so if they had corrupted data you'll see corrupted data with these too.

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 xplorer 
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phantomtrader View Post
Here's a short video of the DOM in market replay. Watch the current price line and the inside columns -

You are probably right about using NT8 - I haven't tried that. Problem is all my stuff is in NT7 and it will take a monumental effort to convert it.

Yep, I saw the video in the other thread and it is the same problem.

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