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Market replay tick chart


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Market replay tick chart

  #1 (permalink)
 jsengxx2 
Portugal, Viana do Castelo
 
Experience: Intermediate
Platform: ninjatrader
Trading: 6e
Posts: 345 since Sep 2011

Hello,

I would like to know how I can get market replay data tick by tick?
I would like too train or recap my hole trading week in the weekends but I work with a tick chart and when I do market replay I get a hole different chart.

Thanks,
JJ

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  #2 (permalink)
 
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 sands 
London + UK
 
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watch this:


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  #3 (permalink)
 jsengxx2 
Portugal, Viana do Castelo
 
Experience: Intermediate
Platform: ninjatrader
Trading: 6e
Posts: 345 since Sep 2011



sands View Post
watch this:


If you read my post, I have no problem downloading the data. The problem is that when you use tick charts you get a hole different chart then when in real time.

By the way here is a program that you can use to download data without having to do it in NT day by day:
Ninjatrader Market Replay - Home

It is free too use

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 sands 
London + UK
 
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Yes I read your message, the market replay is just downloaded market data on ninja servers recorded from live broker data. If you see differences that's not clear from your message kindly post some screen to illustrate. And I'll see if I can advise you.

Sand.

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Big Mike's Avatar
 Big Mike 
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If your real time broker / data feed is low quality or filtered, say for example Interactive Brokers, that would explain the difference.

Mike

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  #6 (permalink)
 jsengxx2 
Portugal, Viana do Castelo
 
Experience: Intermediate
Platform: ninjatrader
Trading: 6e
Posts: 345 since Sep 2011


Big Mike View Post
If your real time broker / data feed is low quality or filtered, say for example Interactive Brokers, that would explain the difference.

Mike

My data feed is CQG but I think I have already found my answer. It is not possible to do market replay in tick mode because the servers from NT are downloading or saving the data in 1 second intervals and that is the problem.

You can see an example of March 17
You only get a couple of candles in market replay.

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Name:	CL 04-14 (800 Tick)  17_03_2014.jpg
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Name:	CL 05-14 (800 Tick)  17_03_2014_market_replay.jpg
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Last Updated on March 25, 2014


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