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Market Replay Data


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Market Replay Data

  #91 (permalink)
 brusher1 
Moore
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Thanks Mike. The replay data is very helpfull.

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  #92 (permalink)
 zeller4 
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Hey BigMike and other ES traders!

I understand that with NT7 you don't need to do MarketReplay Data downloads anymore.


I'm still on NT6.5. Does anyone have Jan/Feb 2010 data for ES? Didn't find them in downloads...

Please post here if you're able to add the data files to the downloads page.

Thanks,

Kirk

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  #93 (permalink)
 
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 dreambig 
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Big Mike View Post
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


Mike,

How do you see if a chart is set to 24 hrs? I just xfered all my files to a new laptop and NT platform download of NT 6.5.

All dates in Dec. 09 show up under replay but nothing happens when I open chart.

My steps: 1. select date for chart, nothing happened...

2. next I opened chart then did the above, still nothing...

What am I doing wrong? I have reviewed NT support and BM thread. Maybe missing something.

Thanks
db

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  #94 (permalink)
 
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 Big Mike 
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dreambig View Post
Mike,

How do you see if a chart is set to 24 hrs?

Right-click, properties, session begin:end if using NT 6.5 (and if I remember correctly).



Quoting 
All dates in Dec. 09 show up under replay but nothing happens when I open chart.

My steps: 1. select date for chart, nothing happened...

2. next I opened chart then did the above, still nothing...

1. File - Connect - Market Replay - Choose date
2. Right-click on slider that pops up, choose view available instruments (from memory here)
3. Open a chart of a supported instrument

As discussed on this thread, due to NT quirks sometimes a date listed on the File - Connect menu will not be the exact date of the market replay data. So try different dates +/- a few days either way, it will depend on how long my NT was open continuously recording data as NT only timestamps data based on when it was started recording, which could be days or a week at a time.

Mike

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  #95 (permalink)
 
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 Todd 
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Anyone know where to get market replay data for CL (on a daily basis)? I like to do market replay at the end of every day but sometimes I leave my charts on from the night before so my market data replay files are wacked.

Todd

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  #96 (permalink)
 
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 Big Mike 
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Todd View Post
Anyone know where to get market replay data for CL (on a daily basis)? I like to do market replay at the end of every day but sometimes I leave my charts on from the night before so my market data replay files are wacked.

Todd

Use NT7 and download it from the NT servers. That is why I have stopped capturing it, you can download what you need from NT these days.

Mike

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  #97 (permalink)
 
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 Todd 
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Interesting... thanks for letting me know this..

Todd

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  #98 (permalink)
 Morpheus 
Capitol Heights, MD
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Mike,

Is that data still available? I tried to download the January 2009 ES Replay data and Firefox couldn't find the files.

Thanks,


Big Mike View Post
Hi guys,

Market Replay includes bid/ask tick level data. My recordings are not 100% perfect (there are gaps) but is better than nothing if you are in need of replay data for testing.

BTW, a quick tip for just testing indicators that require bid/ask. Connect to market replay, then drag the slider all the way to the end of the day. Your charts will now have fully populated bid/ask data (only a few indicators require this, but if you have them, *very* useful tip).

Installation instructions:
1. Unrar to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.

Mike


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  #99 (permalink)
 
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 Big Mike 
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Morpheus View Post
Mike,

Is that data still available? I tried to download the January 2009 ES Replay data and Firefox couldn't find the files.

Thanks,

The URL's have changed.

Downloads - [AUTOLINK]NinjaTrader[/AUTOLINK] 6.5 Miscellaneous - Big Mike's Day Trading Forum

Mike

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  #100 (permalink)
 Morpheus 
Capitol Heights, MD
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Mike,

The URL that's giving Firefox fits is on the 4th page of the one you directed me to. I'd like to send you a link or screen capture, but apparently i need 1 more post to be able to do that ...

Let me know what I can do to download those files.

Thanks

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