Market Replay Data

August 24th, 2009, 11:55 AM

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

August 24th, 2009, 02:10 PM

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".

September 1st, 2009, 04:03 PM

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 - [AUTOLINK]Big Mike Trading[/AUTOLINK] Forum

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

Mike

September 1st, 2009, 04:09 PM

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?

September 1st, 2009, 04:30 PM

cory

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

September 26th, 2009, 07:51 PM

There is also now 5+ years of ES tick-level data for NinjaTrader in the VIP section.

Mike

October 2nd, 2009, 02:40 AM

The September 2009 Market Replay data is now in the misc downloads section. I added back some instruments.

Downloads - Miscellaneous - [AUTOLINK]Big Mike Trading[/AUTOLINK] Forum

Mike

November 5th, 2009, 09:45 AM

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

November 5th, 2009, 11:23 AM

kuta

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

November 5th, 2009, 11:23 AM

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://nexusfi.com/free_downloads/ninjatrader/misc/

Mike

Market Replay Data

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Market Replay Data