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Market Replay Data


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Market Replay Data

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  #121 (permalink)
Fort Lauderdale, FL
 
Experience: Intermediate
Platform: Tradestation, NinjaTrader
Trading: ES
 
Posts: 10 since Dec 2012
Thanks: 5 given, 1 received

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)
Ithaca, NY
 
Experience: Beginner
Platform: Ninjatrader
Trading: CL
 
Posts: 7 since Oct 2011
Thanks: 1 given, 1 received

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)
Milwaukee WI
 
Experience: Intermediate
Platform: Firetip
Trading: oil, spy, qqq,
 
Posts: 17 since Sep 2012
Thanks: 60 given, 22 received


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)
Gits (Hooglede) Belgium
 
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
 
rleplae's Avatar
 
Posts: 2,990 since Sep 2013
Thanks: 2,437 given, 5,793 received


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)
Gits (Hooglede) Belgium
 
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
 
rleplae's Avatar
 
Posts: 2,990 since Sep 2013
Thanks: 2,437 given, 5,793 received

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)
Moscow, Russia
 
Experience: Intermediate
Platform: Sterling Trader Pro
Trading: 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)
Warsaw
 
Experience: Advanced
Platform: NT and TS
Trading: Futures forex
 
Posts: 2 since Aug 2015
Thanks: 0 given, 0 received

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)
SF Bay Area + CA/US
 
Experience: None
Platform: TS, TOS, Ninja(Analytics)
Trading: NQ CL, ES when volatile mrkts
 
paps's Avatar
 
Posts: 1,713 since Oct 2011
Thanks: 2,170 given, 1,697 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)
Portugal
 
 
Posts: 16 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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