NexusFi: Find Your Edge


Home Menu

 





Market Replay Data


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Big Mike with 43 posts (47 thanks)
    2. looks_two pdavidow with 13 posts (3 thanks)
    3. looks_3 sam028 with 7 posts (6 thanks)
    4. looks_4 Morpheus with 4 posts (0 thanks)
      Best Posters
    1. looks_one Big Mike with 1.1 thanks per post
    2. looks_two sam028 with 0.9 thanks per post
    3. looks_3 cory with 0.5 thanks per post
    4. looks_4 pdavidow with 0.2 thanks per post
    1. trending_up 75,429 views
    2. thumb_up 59 thanks given
    3. group 44 followers
    1. forum 128 posts
    2. attach_file 8 attachments




 
Search this Thread

Market Replay Data

  #51 (permalink)
 
ronan2505's Avatar
 ronan2505 
Ireland
 
Experience: Intermediate
Platform: ninjatrader
Broker: zenfire
Trading: futures, Forex
Posts: 42 since Oct 2009
Thanks Given: 31
Thanks Received: 35

Hi Guys,

Does anyone have Market reply data for 4th November 2009 for ES and TF?

If so can you post in on here. Some reason missing that date.

Thanks

Ronan

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Cheap historycal L1 data for stocks
Stocks and ETFs
MC PL editor upgrade
MultiCharts
What broker to use for trading palladium futures
Commodities
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
  #52 (permalink)
 
pedroxp's Avatar
 pedroxp 
Portugal
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: ES,6E
Posts: 45 since Jun 2009
Thanks Given: 60
Thanks Received: 38

Hi, i just have for the ES.
hope it helps.

Attached Files
Elite Membership required to download: 20091104.rar
Visit my NexusFi Trade Journal Reply With Quote
  #53 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,665


Here is mine.

6E, CL, ES, FDAX, FESX, TF, YM, ZN. Usual package.

Central time zone.

Mike



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Attached Files
Elite Membership required to download: 20091104.rar
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #54 (permalink)
 
ronan2505's Avatar
 ronan2505 
Ireland
 
Experience: Intermediate
Platform: ninjatrader
Broker: zenfire
Trading: futures, Forex
Posts: 42 since Oct 2009
Thanks Given: 31
Thanks Received: 35

Thanks guys, thats brillant

Reply With Quote
  #55 (permalink)
 keepdchange 
California
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Zen Fire
Trading: ES, Currency Futures (6E)
Posts: 157 since Sep 2009
Thanks Given: 78
Thanks Received: 10


Big Mike View Post
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

Mike, I have downloaded the market replay data. However, I am having problems playing it back. When I load up the chart, it gets populated upto the day that the data is for market replay. For example, if I want to play Oct.4.2009 data for ES, the chart stops right at the end of Oct.3, and when I hit the play button, nothing happens.

Any ideas to solve this problem. When I replay my own recorded data, it works fine. Am I doing something wrong?

Thanks
-Keep

Reply With Quote
  #56 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,665


keepdchange View Post
Mike, I have downloaded the market replay data. However, I am having problems playing it back. When I load up the chart, it gets populated upto the day that the data is for market replay. For example, if I want to play Oct.4.2009 data for ES, the chart stops right at the end of Oct.3, and when I hit the play button, nothing happens.

Any ideas to solve this problem. When I replay my own recorded data, it works fine. Am I doing something wrong?

Thanks
-Keep

Could be a few things. First, Ninja timestamps the folder/directories based on what day it was when your connection (ie: Zen Fire) was established. For me, I often run Ninja 24/7 for days or a week or more at a time, so when you go to Connect -> the dates on the list may not always be perfectly in sync with the data in the file itself.

Example:

If I connected to Zen on Wed 11/18 and it is still running right now, if you wanted to replay Friday 11/20 you would have to connect to Wed 11/18 from the menu, then fast forward all the way to Fri 11/20.

Pay close attention to the slidebar, sometimes you think you are on a right day but you aren't.

Another possibility is your chart itself, two things:
a) Check session begin/end times on your chart. Set to 12:00 am / 12:00 am and see if you see data then.
b) Format Data Series: make sure Ninja isn't stuck with an old date on the bottom right, I've seen it happen and had to reload the template and/or exit/reload ninja.

For troubleshooting purposes, does the DOM move but not the chart? If so, could be session times like mentioned above. If the DOM isn't moving, make sure you have the right contract up. If you have ES 12-09 but are replaying data from 4 months ago, remember to change to ES 09-09 for instance. You have to add it to instrument manager first. If you are used to using IQfeed or eSignal, keep in mind all my data is recorded using contract expirations ie ES 12-09 or CL 01-10, etc, not a continuous contract ES ##-## or CL ##-##, remember to change instruments accordingly.

Mike



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #57 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,665

November 2009 Market Replay data is now available in the Downloads - NinjaTrader - Misc section. (if you don't see it there, check back in a minute, it's uploading now)

I'm now breaking down CL separately, ES separately, and then everything else together, like so:

CL
ES
6E, FDAX, FESX, TF, YM, ZN

As always, I am central time zone.

Mike



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #58 (permalink)
 Turning Point 
USA
 
Experience: Advanced
Platform: NT, TOS
Posts: 65 since Aug 2009
Thanks Given: 10
Thanks Received: 44

Sorry if this has been asked before - please direct me to the proper location if it has.

I've been messing with the Market Replay system. There is one thing with it that is really bugging me though. My Zen-fire feed updates live in the milleseconds it seems. In Market Replay mode, the same data appears to update every second (not X times per second like the live feed). Is this just a function of the Market Replay system? Is there any way to speed this up so that it is more "live"?

Apprecaite any feedback. Thanks.

Reply With Quote
  #59 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629


Turning Point View Post
Sorry if this has been asked before - please direct me to the proper location if it has.

I've been messing with the Market Replay system. There is one thing with it that is really bugging me though. My Zen-fire feed updates live in the milleseconds it seems. In Market Replay mode, the same data appears to update every second (not X times per second like the live feed). Is this just a function of the Market Replay system? Is there any way to speed this up so that it is more "live"?

Apprecaite any feedback. Thanks.

NT is unable to store something shorter than a second, this is not an option.
You can use the ZF API if you want to get better, but good luck !!!

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote
  #60 (permalink)
 waverider 
Brisbane Australia
 
Experience: Advanced
Platform: Ninja; Amibroker; TWS
Broker: Kinetick, IB
Trading: Stocks, Futures
Posts: 46 since Dec 2009
Thanks Given: 28
Thanks Received: 6


Hi All,

I'm a new member, love ninja trader but new to it and Mkt Replay function. I am a bit surprised that NT makes it so difficult to replay historic data and that historic data is not more easily available for mkt replay?

Can anyone recommend a good, cheap source for historic tic data (ES/YM) that I could load into Ninja? I assume I can load historic data without too much trouble if i don't want to use the mkt replay tool?

With regard to the way the mkt replay data is recorded. If I switch between workspaces frequently, does that mean my replay recording will end up gappy because I've effectively switched it on and off over the period I've been connected?

Does NT save my historic data seperately to saving mkt replay data? Or is the mkt replay data the only historic data that NT saves? I'm hoping that even though I log in / log out daily, each day I open a chart with, say, 5 days of history, I'm building a database of historic data in some way??

Sorry for the many questions, feel free to only answer those that take your interest. Looking forward to being a part of this forum.

Regards,

Reply With Quote




Last Updated on August 27, 2016


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts