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Market Replay Data
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Created: by Big Mike Attachments:8

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Market Replay Data

  #61 (permalink)
Site Administrator
Manta, Ecuador
 
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waverider View Post
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?

NT7 now allows Market Replay data to be downloaded from NT historical server directly, and the data is now the same as regular tick data -- no longer two different formats.


Quoting 
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?

VIP members have access to 5 years of ES data in the VIP section. Other than that, some users have shared data for other instruments but I think it's in VIP section too, I am not sure.


Quoting 
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?

It is possible yes, I use Market Analyzer to capture Market Replay data which I post in the Downloads section for free each month. There are several months worth of data there already for most of the popular instruments. I keep a DOM up for ES and CL so it captures Level 2 data for those.


Quoting 
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??

Historic data and Market replay data are separate in NT 6.5. With NT7, the data is now the same and can be downloaded on the fly. By default, NT 6.5 does not store bar data, there is an option in Tools - Options - Data - Store Realtime Bar Data.

Mike

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  #62 (permalink)
waverider
Sydney
 
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Ninja Data

Thanks Mike, good stuff,

Say, how does one become a VIP member?

Cheers,

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  #63 (permalink)
Site Administrator
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waverider View Post
Thanks Mike, good stuff,

Say, how does one become a VIP member?

Cheers,

Click 'Donate' on the top of any page.

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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  #64 (permalink)
Elite Member
Rogers, Arkansas
 
Futures Experience: Intermediate
Platform: Ninjatrader & TOS
Broker/Data: Mirus/Zenfire
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Posts: 4 since Nov 2009
Thanks: 8 given, 0 received

Hello All,
First let me introduce myself, my name is Jimmy from Rogers Arkansas and have been trading ES and 6E for a few months now. I am really enjoying this Forum and check in everyday.

The question I have today is, I have downloaded some historical market replay files that Big Mike was so gracious to make available to us. Extracted them to the proper directory and now when I try to connect to it, I don't get any list of whats there and no error message?? I really like this feature in NT and had been using it up to the time I downloaded the additional files.

Does anyone have any ideas? I did the DB repair routine etc and still doesn't work..

Thanks again,

Jimmy


Last edited by Big Mike; December 25th, 2009 at 12:57 PM.
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  #65 (permalink)
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Posts: 45,883 since Jun 2009
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If you are saying File - Connect doesn't give you a list of dates, like so:

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Then make sure you've unzipped the Market Replay files into the correct directory, which is Documents\NinjaTrader 6.5\db\data, it should look like this:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


So that each folder is a date stamp, and the contents within that folder are *.ntm and *.nt2 files:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Usually when people have Market Replay problems, it is because they unzipped the contents to the wrong directory. I've also heard that the root of Documents\NinjaTrader 6.5\db\data needs to not have any files, just folders, but have not duplicated any problems with that, so just make sure you don't have the .zip file or something in the root of the folder.

If all of the above is correct, and you can File - Connect - Market Replay successfully, then most likely you just have the wrong instrument name on your chart (ie: Market Replay was for ES 12-09, but you have ES 03-10).

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.

Attached Thumbnails
Market Replay Data-12-25-2009-11-49-50-am.png   Market Replay Data-12-25-2009-11-50-55-am.png   Market Replay Data-12-25-2009-11-51-30-am.png  
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  #66 (permalink)
Site Administrator
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Posts: 45,883 since Jun 2009
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The December 2009 data for CL, ES, 6E, FDAX, FESX, NQ, TF, YM and ZN is now in the Downloads section here:
Downloads - NinjaTrader 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.

Reply With Quote
The following 8 users say Thank You to Big Mike for this post:
 
  #67 (permalink)
Elite Member
Toronto
 
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I am having trouble making the market play data work on ninja , I am following the instructions in full but when I connect to Market play , nothing happens ..
Any advice would be greatly appreciated .
Thanks

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  #68 (permalink)
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I have to set my pc clock back 1 day in order to play my today recorded file, don't know why but you may want to try it.

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  #69 (permalink)
Site Administrator
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soumi71 View Post
I am having trouble making the market play data work on ninja , I am following the instructions in full but when I connect to Market play , nothing happens ..
Any advice would be greatly appreciated .
Thanks

Right-click on the small Market Replay window/box where the time-slider is. Choose 'Show available instruments' and make sure your chart matches one of the instruments (ie: contract expiration). Also make sure your chart is 24h, not session time limited.

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
The following 2 users say Thank You to Big Mike for this post:
 
  #70 (permalink)
Trading Apprentice
Long Beach, NY
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Brewer/Zen-Fire
Favorite Futures: 6E
 
Posts: 16 since Oct 2009
Thanks: 0 given, 3 received


stay tuned...
I plan to have some no strings attached downloads for Ninja replay data.

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