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Market Replay Data
Started: by Big Mike Views / Replies:46,796 / 128
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Market Replay Data

  #121 (permalink)
Elite Member
Fort Lauderdale, FL
 
Futures Experience: Intermediate
Platform: Tradestation, NinjaTrader
Favorite Futures: ES
 
Posts: 9 since Dec 2012
Thanks: 5 given, 0 received

^TICK, ^TRIN, ^ADD, Live recorded Market Replay Files

Does anybody use these plotted beneath the ES and have any market replay files recorded for them. I talked to Ninja and the only way for these files to be accumulated is through live recording.

Does anyone have any already recorded? Would anyone want to work on starting to record them with me for distribution to the community? I don't know where to begin, and couldn't find this discussion in the forums, so please redirect me if I need to be in another place.

I'd like to practice marekt replay with this information but can't right now, so I want to start working towards a solution.

Thanks

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  #122 (permalink)
Elite Member
Ithaca, NY
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: CL
 
Posts: 7 since Oct 2011
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FOREX replay data

Anyone have forex data for 11/2013 to now? I have to download each one individuall takes forever! (unless someone knows better way, I have full license)

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  #123 (permalink)
Elite Member
Milwaukee WI
 
Futures Experience: Intermediate
Platform: Firetip
Favorite Futures: oil, spy, qqq,
 
Posts: 17 since Sep 2012
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Does anyone have market replay data for January 31, 2014 for TF-3/14? That particular day seems to be missing from ninjatrader's servers and elsewhere.

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  #124 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, CL, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,656 since Sep 2013
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Forum Reputation: Legendary

too late


roreilly View Post
Does anyone have market replay data for January 31, 2014 for TF-3/14? That particular day seems to be missing from ninjatrader's servers and elsewhere.

i have an IQ feed connection
i think it only goes back 6 months... for tick data on off peak-moments

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  #125 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, CL, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,656 since Sep 2013
Thanks: 1,219 given, 2,499 received
Forum Reputation: Legendary

Market replay on Stero´ds...

Futures Edge on FIO

Which products do you trade?

 
I have been working all day on the development of my BOT

Most frustrating is the download, day by day, of the replay data (I am on IQ feed)
do i miss something ? can i do it faster ?
like the babar tool, click bang and download 1/2 year ?
(my hat of for @bob7123 great guy, also to fix problems, i had a great problem-fixing experience with bob)

Second frustration is the fast forward replay
i use replay, because i am on UniRekno so back-testing is not really an option to produce reliable results
I have huge hardware, that is 5% utilized,
so i wish i had an option of X 50.000 times speed
I am not trading signals, just pumping the data through NT to have my strategy working on the realtime feed
and generate signals to back-test

Anybody in that position who has bolted some things together ?
that is faster than the replay ?

Otherwise i will have to call together a group of people to help test...
days of 24hrs too short... !
s#@! 00:05, days is gone it's Sunday here, damned !

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  #126 (permalink)
Elite Member
Moscow, Russia
 
Futures Experience: Intermediate
Platform: Sterling Trader Pro
Favorite Futures: Stocks
 
Posts: 15 since Jun 2014
Thanks: 12 given, 1 received

Anybody knows how to decode .ntm file structure to get not compressed level2 data?

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  #127 (permalink)
Elite Member
Warsaw
 
Futures Experience: Advanced
Platform: NT and TS
Favorite Futures: Futures forex
 
Posts: 2 since Aug 2015
Thanks: 0 given, 0 received

Looking for 2 years of data ES

Is there a collective file that contains all the ES market replay data that is available? As opposed to downloading each of the data file months individually?

I currently am subscribed to the market replay downloads and I am looking to get data going back beyond the year that is accessible.

thanks in advance

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  #128 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,231 since Oct 2011
Thanks: 1,656 given, 917 received

hi @patbateman was looking at some of the data you shared in below link
https://futures.io/local_links_search.php?action=show&userid=26198&sort=d

however can only see part 25 on wards.

was wanting to understand if you happened to post any data for May of 2010.

thnx

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  #129 (permalink)
Trading Apprentice
Feira, Portugal
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: ZN, ES, BUND, STOXX
 
Posts: 11 since Aug 2015
Thanks: 0 given, 1 received

Hello all!

Do you know any alternative provider of data or any way to get the milisecond by milisecond data on L2 as if it was a realtime market? By now, NT shows data with updates every second and it becomes impossible to test and do some specific drills on orderflow. I'd like to be able to do this. Do you know how? Or at least any data/software provider that could do this?

Best regards,
edgarlemos

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