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Market replay data longer than 90 days - where to find?
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Market replay data longer than 90 days - where to find?

  #1 (permalink)
Tucson arizona
 
Trading Experience: Intermediate
Platform: Ninjatrader
Favorite Futures: M6E
 
Posts: 31 since Jun 2018
Thanks: 4 given, 4 received

Market replay data longer than 90 days - where to find?

hey guys!

i know a lot of people have gone down the same road i am mentioning here but i searched and have yet to find a solution.

does anybody know of a way/resource to download market replay data for dates that are more than 90 days ago?

below i will list some tried solutions and why they are not actually solutions for people that may be wondering as well.


1. download day by day from NT 8 servers in ninjatrader itself.
this is super slow as you have to download the data day by day instrument by instrument andddddd it still only goes back 90 days from current date. so nope...
2. marketreplaydata.com
much faster than ninjatraders built in downloader. provides the ability to download in bulk. but still goes off of nt 8's servers so you can only downlaod upto 90 days ago....

anybody know how i can get data for more than 90 days? (specifically the es....)



thanks!

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  #2 (permalink)
Tucson arizona
 
Trading Experience: Intermediate
Platform: Ninjatrader
Favorite Futures: M6E
 
Posts: 31 since Jun 2018
Thanks: 4 given, 4 received

CORRECTION!

major correction here....

just double checked marketreplaydata.com website faq and they say they store upto 2 yrs of data. so imma give that a try!

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The following user says Thank You to TravelingSalesmen for this post:
 
  #3 (permalink)
Austria
 
Trading Experience: Advanced
Platform: TradeNavigator, BookMap
Favorite Futures: ES, CL, 6E
 
Posts: 220 since Jan 2017
Thanks: 0 given, 158 received


Hi, I don't use NT and have no idea about their data, but I think you should use "continuous contracts" instead the "current contract", to get more data.

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  #4 (permalink)
Boston, MA
 
Trading Experience: Advanced
Platform: NinjaTrader
Broker/Data: Rithmic/IQFeed
Favorite Futures: ES, ZB, GC, 6E, CL
 
Silent warrior's Avatar
 
Posts: 49 since Feb 2015
Thanks: 122 given, 9 received

batch-downloading Market Replay data for continuous contracts (NT8)?

anyone decipher a way to batch-download Market Replay data for continuous contracts (NT8)?

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  #5 (permalink)
Burnaby Canada
 
Trading Experience: Advanced
Platform: Sierra Chart/TV/CQG
Favorite Futures: Emini, Interest Rates
 
Courage's Avatar
 
Posts: 24 since Feb 2019
Thanks: 2 given, 15 received

Have you tried trading view or maybe ThinkOrSwim? both free

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  #6 (permalink)
san francisco, CA / USA
 
Trading Experience: Beginner
Platform: TOS
Favorite Futures: Dow
 
Posts: 11 since Jan 2019
Thanks: 3 given, 0 received

ToS OnDemand feature - not working for me.

I have been using ToS on-and-off for few years now..

It does not look like they are keeping the OnDemand feature up to date. these days.. the price listed on active trader ladder is WAY off from the price shown on the charts.. I have a screenshot that has a discrepancy of 30 points on /ym !!

From this thread I am assuming that 'Market Replay' is an equivalent feature in Ninja Trader and that it works ok?

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