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Market Replay Data
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Created: by Big Mike Attachments:8

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Market Replay Data

  #51 (permalink)
Elite Member
Ireland
 
Futures Experience: Intermediate
Platform: ninjatrader
Broker/Data: zenfire
Favorite Futures: futures, Forex
 
ronan2505's Avatar
 
Posts: 42 since Oct 2009
Thanks: 31 given, 30 received

Market replay data 4th November 2009

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

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  #52 (permalink)
Elite Member
Portugal
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: ES,6E
 
pedroxp's Avatar
 
Posts: 45 since Jun 2009
Thanks: 60 given, 35 received

replay 4 november ES

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

Attached Files
Register to download File Type: rar 20091104.rar (13.91 MB, 32 views)
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  #53 (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: 46,163 since Jun 2009
Thanks: 29,275 given, 82,768 received


Here is mine.

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

Central time zone.

Mike

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

Need help?
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Attached Files
Register to download File Type: rar 20091104.rar (40.62 MB, 45 views)
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  #54 (permalink)
Elite Member
Ireland
 
Futures Experience: Intermediate
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ronan2505's Avatar
 
Posts: 42 since Oct 2009
Thanks: 31 given, 30 received

Thanks

Thanks guys, thats brillant

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  #55 (permalink)
Elite Member
California
 
Futures Experience: Intermediate
Platform: Ninjatrader
Broker/Data: Zen Fire
Favorite Futures: ES, Currency Futures (6E)
 
Posts: 159 since Sep 2009
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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

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  #56 (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: 46,163 since Jun 2009
Thanks: 29,275 given, 82,768 received


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

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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  #57 (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: 46,163 since Jun 2009
Thanks: 29,275 given, 82,768 received

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

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
 
  #58 (permalink)
Elite Member
USA
 
Futures Experience: Advanced
Platform: NT, TOS
 
Posts: 65 since Aug 2009
Thanks: 10 given, 42 received

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.

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  #59 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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Broker/Data: IB/Kinetick
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sam028's Avatar
 
Posts: 3,351 since Jun 2009
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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)
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  #60 (permalink)
waverider
Sydney
 
Futures Experience: Advanced
Platform: NinjaTrader; TWS
Broker/Data: Kinetick, IB
Favorite Futures: US Stocks, FX, Futures
 
Posts: 45 since Dec 2009
Thanks: 28 given, 6 received

Ninja - Historic Data versus Mkt Replay Data


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,

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