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Market Replay Data


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Market Replay Data

  #81 (permalink)
pdavidow
Long Beach, NY
 
Posts: 16 since Oct 2009
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drop.io pdavidow_ninja_replay_data_6E_OCT09

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  #82 (permalink)
pdavidow
Long Beach, NY
 
Posts: 16 since Oct 2009
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drop.io pdavidow_ninja_replay_data_6E_NOV09

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  #83 (permalink)
 
whoisthere48's Avatar
 whoisthere48 
Fort Collins, CO
Elite Member
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zaner Zen-Fire
Trading: GC Comex Gold
Posts: 32 since Jul 2009
Thanks Given: 185
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Hi Guys,

I accidentally deleted all my past NinjaTrader Market Replay data for the Comex Gold GC. Does anyone have some recent (or even not so recent) GC data?

Thanks in advance for all that you guys do to help us wannabe traders!

Richard

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  #84 (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: 50,463 since Jun 2009
Thanks Given: 33,239
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Hi guys,

I've decided that December 2009 would be the last Market Replay data that I upload to the forum. Since I've switched to NT7 mid-January, and NT7 allows instant downloading of market replay data (since it builds such data from the same historical db as charts), I see less and less need for Market Replay data itself to be maintained going forward.

Perhaps overtime we can create a new section for the sharing of NT7 flat-file tick/minute/day data, as such data is eventually deleted off the NT7 historical data servers.

Mike

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  #85 (permalink)
MoreYummy
Toronto/Ontario
 
Posts: 33 since Mar 2010
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NT7 is out of beta already?

IM also looking for /GC replay in pass, any time is ok.

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  #86 (permalink)
ScoobyStoo
London
 
Posts: 16 since Mar 2010
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Hi All,

Just stumbled across this thread. Do these replay files contain L2 data or just L1 data?

Thanks

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  #87 (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: 50,463 since Jun 2009
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ScoobyStoo View Post
Hi All,

Just stumbled across this thread. Do these replay files contain L2 data or just L1 data?

Thanks

Scooby,

The majority of them should be L2. You can check each archive before using them in NT if you want, look for the nt2 files as opposed to just .ntm.

Mike

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  #88 (permalink)
ScoobyStoo
London
 
Posts: 16 since Mar 2010
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Thanks Mike.

Just been having a look at NT 7's downloadable data and they don't offer L2. Best you can get through NT7 is L1 data with tick granularity. This isn't surprising as L2 data can be enormous.

With this in mind, it would be good if your market replay library was kept operational so that users have the opportunity to get hold of L2 data.

I will upload a bunch of mine at the weekend.

EDIT : My apologies. L2 data is indeed available to download from the NT servers. Just in case anyone makes the same mistake as me, market replay data is not downloaded via Tools > Historical Data Manager but instead via File > Utilties > Download Replay Data.

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  #89 (permalink)
 
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 Riverend 
Westlake, Oh
Elite Member
 
Experience: Beginner
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Trading: CL
Posts: 356 since Jun 2009
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Hello folks,
If anyone can post a complete a several weeks of YM data it would be greatly appreciated.
Just looking for 9am to 4pm Eastern but continuous data would be OK as well.

Thanks,

Vic

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  #90 (permalink)
MoreYummy
Toronto/Ontario
 
Posts: 33 since Mar 2010
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In the CL replay data, which month should be used with which contract?

July 2009 using August 2009 CL contract? and so on? Or something else?

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