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Better way to download Market Replay data for more then 1 day and/or instrument


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Better way to download Market Replay data for more then 1 day and/or instrument

  #1 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
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Dear Ninjatrader Users,

Is there a quick way to download several days of data using the Ninjatrader "Download Replay Data" tool under File-> Utilities-> Download Replay Data.

I would like to download more then 1 days of data per instrument at a time.
Ideally, I would download 10-30 days of data for 2-4 instruments at a time.

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  #2 (permalink)
 
rleplae's Avatar
 rleplae 
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warcious View Post
Dear Ninjatrader Users,

Is there a quick way to download several days of data using the Ninjatrader "Download Replay Data" tool under File-> Utilities-> Download Replay Data.

I would like to download more then 1 days of data per instrument at a time.
Ideally, I would download 10-30 days of data for 2-4 instruments at a time.

Yes there was the marketreplay.com tool,
before it was free but i think it's now a paid service

Replaying data in NT is not an easy thing and it comes with many quirks
also you will notice than most if not all of the replay data has sometimes
glitches in it, but it's better than nothing

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  #3 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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I mean this one, i used it in the past when it was free

https://www.marketreplaydata.com/notice/

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  #4 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21


rleplae View Post
I mean this one, i used it in the past when it was free

https://www.marketreplaydata.com/notice/

Yes, purchased it today for 7 USd a month subscription, just before you posted this. Experimenting with it now.
Want to find well trending days and try to trade them, works faster this way then doing it on live data with a simulated account.

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  #5 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21

I would like to do some Market Replay for FBTP, FGBL, etc... that unfortunately Ninjatrader do not have on their Market Replay data server. Does anybody know where I can acquire such data?

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