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Market Replay Data
Started: by Big Mike Views / Replies:46,840 / 128
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Market Replay Data

  #41 (permalink)
Elite Member
UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures
 
Posts: 88 since Jun 2009
Thanks: 35 given, 84 received

Thanks, Sam.

This works very well, but I found a couple of gotchas

1/ There is a typo in your run command. You put a space between ./bck and .sh

It should be this (note no space):

 
Code
for i in ES YM TF
do
   ./bck.sh $i 200908
done  
2/ I think you are using Windows Vista as the path to the NT data is different for XP users. if you are using XP this is the code for your bck.sh script:

 
Code
#!/usr/bin/bash
CONTRACT=$1
YEARMONTH=$2
DESTINATION=/cygdrive/c/temp
if [ $# -ne 2 ]
then
        echo "Usage:   $0 <contract> <yearmonth>"
        echo "Example: $0 ES 200907"
        exit -1
fi
mkdir -p $DESTINATION
cd /cygdrive/c/"Documents and Settings/***Your username**/My Documents/NinjaTrader 6.5/db/data"
tar cvzf $DESTINATION/$CONTRACT-$YEARMONTH.gz ./$YEARMONTH??/$CONTRACT*
Change ** Your username ** in the path to your username!

Otherwise it works really well and is a great way of separating out individual instrument data. Thanks very much

David

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  #42 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
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sam028's Avatar
 
Posts: 3,259 since Jun 2009
Thanks: 3,481 given, 3,850 received

You're right for the typo, I'll edit previous posts.
I cannot test it now, but:
"cd ~"
is equal to
"cd /cygdrive/c/"Documents and Settings/***Your username**/"
and smaller .
In U*x Shells, ~ means "my home directory".

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  #43 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,714 received


I've just uploaded Market Replay August 2009 data for CL, 6E, ES, FDAX, FESX, TF, and ZN to the Downloads section. I am no longer recording for YM, ZB or NQ. I separated the data for CL from the rest because it is so much bigger than all the other instruments combined.

Downloads - Miscellaneous - Big Mike Trading Forum

It will be there in a few minutes if you don't see it right away.

Mike

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  #44 (permalink)
Elite Member
reston, va
 
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I have to set my PC clock back 1 day in order to replay today data. Do you have to do that or is it just me?

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  #45 (permalink)
Site Administrator
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Futures Edge on FIO

Which products do you trade?

 

cory View Post
I have to set my PC clock back 1 day in order to replay today data. Do you have to do that or is it just me?

No I don't have to do that.

Ninja's method for determining the file/folder date for market replay data is stupid, it is not based on the data time stamp. It is supposed to be fixed in 7. Isn't everything...

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
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If you want
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  #46 (permalink)
Site Administrator
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Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
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There is also now 5+ years of ES tick-level data for NinjaTrader in the VIP section.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
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  #47 (permalink)
Site Administrator
Manta, Ecuador
 
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Posts: 45,663 since Jun 2009
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The September 2009 Market Replay data is now in the misc downloads section. I added back some instruments.

Downloads - Miscellaneous - Big Mike Trading Forum

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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The following user says Thank You to Big Mike for this post:
 
  #48 (permalink)
Just starting out...
czech
 
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Broker/Data: Zen-Fire
Favorite Futures: NQ
 
Posts: 1 since Nov 2009
Thanks: 0 given, 0 received

NQ data

Hi,
does anyone has some market replay data for ninja trader
from NQ market? I would like to get september and november 2009

Thank you very much

Regards
Lukas

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  #49 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
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Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,714 received


kuta View Post
Hi,
does anyone has some market replay data for ninja trader
from NQ market? I would like to get september and november 2009

Thank you very much

Regards
Lukas

Hope someone else can help you, as I am not recording NQ.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #50 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,714 received


The October 2009 market replay data is now in the download section. The CL data is still uploading, but everything else is there. Check in a minute if want the CL data.

https://futures.io/free_downloads/ninjatrader/misc/

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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