download replay data for NDX

[ATI user]

my strat requires NDX data....
trying to download for replay gets the message 'no L1 data available...'

how do we replay NDX data?

[NinjaTrader_Brett]

Hello,

Replay server do not record this index data. Only option would be to use the NQ 06-12 futures instrument which would be close to NDX for download or record it live moving forward.

-Brett

[ATI user]

where can I get historical tick data for ^ADD ^UVOL ^DVOL?

i.e. recording going forward is fine, however I would like to replay the last several months

[NinjaTrader_Brett]

These are also qualified as Index's thus not recorded on you connected NinjaTrader Data Server you are on as you have found.

[ATI user]

Originally Posted by NinjaTrader_Brett

These are also qualified as Index's thus not recorded on you connected NinjaTrader Data Server you are on as you have found.

exactly....I was hoping you might direct me to a source

[NinjaTrader_Brett]

No other sources as replay data is exclusive to NT. Only way to get it would be from another user that was recording at this time or to record it moving forward unfortunately.

-Brett

[ATI user]

thanks

please explain how NT populates charts using historical data for these instruments....but does not store for replay.... i.e. is not the full spectrum of data required to create a myriad of chart intervals historically?

perhaps the data is the same and stored however just not available to NT users for replay?

I have never understood the difference between historical and replay NT data...seems to me it would be the same

is there any way to convert NT historical to replay...or would NT consider this in the future ...or why not make all historical data replayable?

[NinjaTrader_Brett]

Depends on your data feed provider who is your data feed provider? Do you have historical data from a secondary feed possibly.

Generally if something is recording on the ninjatrader data server you can pull it in for market replay.

-Brett

[ATI user]

I am using Kinetick live feed ..which creates the charts historically however does not allow replay download....same message as NDX...i.e. 'L1 data not available'

[NinjaTrader_Brett]

Thanks this is what is going on then.

Historical data is available form Kinetick.

When you download replay data this actually comes from a different server direct from NinjaTrader. We only record popular futures instruments on that server(And Forex).

-Brett

[ATI user]

ok... how can ADD UVOL DVOL become 'popular'?...e.g. x number of requests from NT users?

I would think these are pretty commonly used by many users...live at least, if not in replay

[NinjaTrader_Brett]

Hello,

Right number of requests, however in this case there is more difficulty as the provider we use to record this on our servers doesn't support index's so we don't have a source for it to even record at this time. Just not possible currently with our free replay service.

-Brett