Market replay files

[bsamani]

Does anyone have replay data files from before sept 2008? and is willing to share?

Thanks!
B

[emetres]

Hi,

I'm looking for the same data, as much as replay data files from 2008 as I can download...I just download the ones from http://ninja.korthrun.net/

Thank you very much

[Lusitano]

did these files worked for you? I couldnt get them to load on the chart.

[emetres]

did these files worked for you? I couldnt get them to load on the chart.

Yes they work perfect!! If you have some doubt don't hesitate in asking me

[Lusitano]

how did you set them up after you unzipped them? Are you using NT 6.5?

Thank you so much.

Jorge

[dario]

how did you set them up after you unzipped them? Are you using NT 6.5?

Thank you so much.

Jorge

You have to unzip files and copy whole folders to:

\My Documents\NinjaTrader 6.5\db\data

and then in NT click File > Connect > Market replay

[Lusitano]

I did all that, and I can't load data in the chart.
Since the files were all together in the zip files, I made folders for the individual days in the data folder inside NT 6.5, and move the data file to the right folder for that day.
See attached picture and inside of each folder in the picture is the correct file for the day.

It seems that it loads the data on the platform, but it doesn't go to the chart.

Jorge

[dario]

Ok, if you got files by days when you go to File > Connect > Market replay than that part is correct.

Second part that you have to do is to choose specific future and month.
For example if you would like to trade market replay from may of 2008 year, you have to go to Tools > Instrument manager > and there select for example "ES" and select "expiry" of 06-08 (because futures have expiration dates, and you can't trade that perticular future when they expire), and add that instrument with left arrow to the "instrument list" in the left part of that window.

So when you go to play market replay, you go to create new chart and choose "ES 06-08" for instrument on that chart.

hope it helps

[Lusitano]

wow.....that was what it took....you are good!!!!

Thank you so much.

Do you trade the ES?

Jorge

[email protected]

[Lusitano]

Now another problem.

I have no idea what is the right time on the chart. Is there a way to figure that out?

Jorge

[dario]

Double click the chart and in the middle of "chart properties window" you have "plot session break lines" set that to "true" and you'll have beginning and end on a chart...

Maybe it is a good thing to read NT help guide which is in instalation directory of NT in "doc" folder, you'll learn a lot from it, and get familiar with this great platform.

[Lusitano]

But depending of who recorded this data and where in the world, the time print is probably different than mine. Don't you think?

[dario]

Yes it is, and I think you can't do anything about it in NT, you could calculate beginning of trading day and write it down, so you'll have some kind of starting point and calculate it through trading session.
It really doesn't bothers me, I'm just trading the chart...

hope it helps

[Lusitano]

My method, starts at 9:30 AM NY time until 9:55 AM NY time, so I need to know when the US session starts, that's why it is important to me.

What instrument do you trade, and how long have you been trading?

[dario]

Ok, I didn't know that you have method like that.
I'm nearly two years on the market, and for a past year I'm trading E-minis, especially ES.
You?