Market replay Data

[Dale1670]

Other than the replay data I record, is there anywhere to download data for use in the market replay window?

Thanks,
Dale

[NinjaTrader_Matthew]

Dale1670,

Thank you for your post.

It is not possible to download or import replay data in NT V6.5 - this data will have to be actively recorded from your live data connection.

However, in our upcoming release of NT V7, we have introduced the ability to download pre-recorded market replay data from our NinjaTrader servers.

Please see our NT V7 Help Guide article for more information on this feature:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?set_up12.htm

Unfortunately, it is not possible to download replay data from NT V7 and import to NT V6.5

Please let me know if you have additional questions.

[Dale1670]

Thanks Mathew, so if I wanted to use nt7 for my practice trading I could do that? I have a license and am using 6.5 for live trading, would also having and using 7 be a problem? Is it possible to run both versions concurrently?

Dale

[NinjaTrader_Matthew]

Dale,

You are free to download and use NT V7 Beta for Market Replay as well as Simulated Trading. Although you can trade live with NinjaTrader 7 we would like to remind you that it still beta software and as such, there is a higher risk of unexpected situations that can arise that can adversely effect your ability to manage orders and open positions. If you trade live, please do so conservatively and with caution.

While you will not have any issues installing both NT V6.5 and NT V7 on the same computer, you will not be able to run them concurrently. If you would like to run both versions at the same time, you would need to run one copy from another computer.

Additionally, It is not possible to run NinjaTrader on two computers under the same license. This would be in violation of our End User License Agreement (EULA) and can lead to license termination.

If you would like to run NinjaTrader on two separate computers, you would need to obtain a second license. If you would like to execute from both machines, you would need to purchase another Live license for the 2nd computer. If you only plan on using one of the machines for Charting or Simulated/Replay and the other for live executions, you would be able to do this by using a free simulation license on the machine you plan on charting and using your live license from the machine you plan on executing from.

If you would like a free simulated license, please send a note to support [at] email [dot] com and request a free simulated license to use on another computer.

[Dale1670]

Thanks for the info Mathew. I think I will stick with the version I am using for live trading and download 7 for sim, it would be handy to be able to run both for testing while waiting for something to happen, ( I also don't like sim trading while live trading on the same platform,because mistakes can happen) but not a big deal.

Dale

[Dale1670]

I have market replay data on an older computer is it possible to transfer those files to my new computer?

Dale

[Trader.Jon]

Matthew,

""
However, in our upcoming release of NT V7, we have introduced the ability to download pre-recorded market replay data from our NinjaTrader servers.

""

I am already doing that ... what is different in the 'upcoming release'?

Jon

[NinjaTrader_Matthew]

Matthew,

""
However, in our upcoming release of NT V7, we have introduced the ability to download pre-recorded market replay data from our NinjaTrader servers.

""

I am already doing that ... what is different in the 'upcoming release'?

Jon

Jon,

To clarify, this feature is already included in the beta release of NT V7. You will not see any changes in any upcoming releases of NT V7 beta or the final release of NT V7.

[Trader.Jon]

Can I suggest that it would be an improvement if there was a capability to download a batch of replay files instead of 1 at a time? Would save a lot of hits on the server. Such as a whole instrument list for 1 day?

Thanks
Jon

[RJay]

NT,

I downloaded the market replay data for last Friday and noticed it had been created using the old ZenFire feed.

Will you be changing its source to the new ZenFire feed anytime soon??

Thanks,

RJay

[NinjaTrader_Matthew]

Trader.Jon,

Can I suggest that it would be an improvement if there was a capability to download a batch of replay files instead of 1 at a time? Would save a lot of hits on the server. Such as a whole instrument list for 1 day?

Thanks
Jon

Thank you for your feedback. I will forward your suggestion to our development team to add to their list of future considerations

rt6176,

NT,

I downloaded the market replay data for last Friday and noticed it had been created using the old ZenFire feed.

Will you be changing its source to the new ZenFire feed anytime soon??

Thanks,

RJay

We have not heard anything from development if the Zen-Fire adapter will be upgraded on the server side any time soon.

Please let me know if you have additional questions.

[RJay]

One More Question,

There appears to be a belief that market replay will always be from what ever data provider you use with Ninjatrader.

Is this true or is the Market Replay data always ZenFire?

Thanks,

RJay

[NinjaTrader_Matthew]

rt6176,

Market Replay comes from the NinjaTrader historical data servers which is provided by Zen-Fire at this time.

Please let me know if you have additional questions.

[ojokbusbefs]

If I understand replay correctly then, I cannot use historical data using my data feed like IQFEED. I can only use data that was recorded during the trading day? And if I didn't have record on than there is no way to get and replay the data from historical IQFEED data?

That being the case, what instruments are available on your replay servers? I only seem to be able to get data for ES; many stocks are listed under Dow 30 and SP500 but when I try them I just get "L1/L2 data is not available".

Replay is a great idea to practice trading a whole day in less than an hour, but if the above is true it really limits its value.

Thanks. --MattC.

[NinjaTrader_Chip]

Hello ojokbusbefs

For this you will want to reference the “Download” section of the following link to the NinjaTrader 7 Help Guide:
http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data_manager.htm

Note that not all instruments will have data (L1/L2) at this time. This feature continues to be updated and as such we have not compiled a comprehensive & final list of what is included.

Please let me know if you have any additional questions.

[ojokbusbefs]

Thx Chip. To clarify a bit further then, can I replay historical data of my own (from my data feed)? Or only from Ninjatraders data replay server?

And is there a list somewhere of what securities are available on the NT replay servers? Or alternately only display instruments in the pick list that have available data.

Thx. --MC.

[NinjaTrader_Matthew]

ojokbusbefs,

As long as you have replay recorder checked, you can replay the data that is provided by your data provider for a later time. This data has to be recorded from a live data connection and it is not possible to download and import data that you have not recorded from a live connection.

We do not have a list of instruments that are available to download from our servers. I will forward this as a suggestion to add to our development team's list of future considerations.

Please let me know if you have any additional questions.

[mojojojo77]

I took market replay data from my old computer with Ninja Trader 6.5 and copied it to a different computer that I have 6.5 installed on in the appropriate data directory. The market replay connection shows the date to be available, and seems to laod the data, but displays nothing on the charts. I've panned through the time sequence available on the replay for several dates and get nothing. Am I doing something incorrectly?

[NinjaTrader_Matthew]

Hi mojojojo77,

Thank you for your post and welcome to our forums!

Please make sure your charts are setup to view 24 hours worth of data. To do this, right click on the chart and select "Properties". From the chart properties window, locate the properties labeled "session begin" and "session ends" and ensure these values are both set to 12:00AM.

You will also want to ensure that the expiry for the instrument you are trading is valid for the time period you are try to view data. For example, if you are connected to July 16, 2010, make sure you are on the 09-10 contract.

If neither of these are the case, can you please right click on the market replay recorder, select "available data" and tell me what days are available for data and what instruments are listed?

[mojojojo77]

Matthew,

Okay, I adjusted the session settings to 12:00AM for begin/end, I tried several dates from 2007, 2008, and 2009. One date I selected was 10-12-2009 for which the YM 12-09 contract is identified in the "Available Instruments" in the replay recorder dialogue box. When I go to "Format Data Series..." and select the YM 12-09 contract an error message pops up stating "You need to select an instrument". This is the same message I get for all days I ported in to the database and try to replay. The only replay I can do is for the newly recorded data I have accumulated over the past 3 days. Your assistance is greatly appreciated.

Thank you.

[NinjaTrader_Matthew]

mojojojo77,

Thank you for the update.

Please make sure that the instrument and expiry you are trying to view is setup in your instrument manager and try adding it to your default instrument list.

For example please follow the instructions below if you want to add the ES 12-09 instrument to an instrument list.


Navigate to Tools--> Instrument Manager
Locate and Highlight the ES instrument
Select the Default instrument list via the "Instrument lists" drop down list in the upper left hand corner
Select the appropriate expiration date if this is a futures instrument (12-09)
Press the "<" button to add the instrument to the list

The ES 12-09 instrument should now be in your list. You should easily be able to add this instrument to a chart for replay.

If the expiry you are trying to load does not show up in your list, this is due to a limitation from your current time/date settings. If you'd like to add an instrument from 07 or 08 for example, you would need to set your local PC clock back to this year to be able to add it to your default instrument list.

After you have added it to your list, you can reset your date/time settings to the current date and should not have issues with these expired instruments in replay.

[mojojojo77]

Matthew,

Okay, I've added several expiry months for the YM from 2007 through 2009. Now there is no problem adding the instrument, thank you. I was having a problem with the data printing on the charts but when I closed the current workspace and then opened a template and new chart everything pulled up fine. Thank you very much, I sincerely appreciate it! Have a great weekend!

mojojojo77