Market Replay Data with http://www.backtestdata.com/

[bdtrader2014]

Hello,

Does any one have feed back on the quality of the market replay data available from http://www.backtestdata.com/ ?

From my understandings they are the only ones that have market repaly data archives of more than 1 year. If any one knows of any other providers that have market replay data of more than 1 year please let me know.

Thank you!

[schranzi9]

Yes, I never found another good data provider for downloading historical and replay data for ninja trader, but this is a bit expensive...

[sledge]

Yes, I never found another good data provider for downloading historical and replay data for ninja trader, but this is a bit expensive...

No good here?

http://www.marketreplaydata.com/

[bdtrader2014]

Yes, I never found another good data provider for downloading historical and replay data for ninja trader, but this is a bit expensive...

Thank you for the feed back.

[NinjaTrader_RyanL]

Hello all,


Another resource for obtaining Market Replay data is from our partner Marketreplay.net:

• http://marketreplay.net/

[saachinj]

Hello all,


Another resource for obtaining Market Replay data is from our partner Marketreplay.net:

• http://marketreplay.net/

Hi..

I bought service from marketreplay.net, and and its been good so far. I have successfully downloaded market replay data from 1/2/2014 to 10/24/2014 for one forex instrument.

But, I am facing one major hurdle - I use range bars to trade my strategies. With the market replay 'ON', in the market replay window when I select the dates 1/2/2014 To: 10/24/2014 and scroll the replay bar right to the very end to the last date(10/24/2014), it just populates the chart for the last day and not the entire year. i.e. it does not show me any historical data and the associated indicators. I have no clue as to how the chart looked in June for example.

I use Interactive brokers as my data provider/broker, and it does not provide classic tick data. I downloaded their 1 minute data and that as good as it gets. So, even with all the market replay data from marketreplay.net I can't test my strategies.

I am pretty sure that anyone who trades using 1, 15 or 60 minute bars and uses Interactive brokers, and marketreplay.net and will not have this issue ( I checked). This issue is specific to range bars and maybe renko bars.

Is there a way for me to get all the historical tick data so that my entire date range 1/2/2014 to 10/24/2014 is populated on the chart and not just the last day? Alternatively, Is there a way I can convert this market replay tick data into historical tick data for ninjatrader?

Any help would be greatly appreciated.

Cheers...

[jhmax]

Does anyone else have recent experience of marketreplay.net's service? Other reviews here (mostly from some time ago) are not encouraging, in fact some are so rough they read like they might even be from competitors .

I only need Market Replay info for a handful of spot FX pairs plus S&P and a couple of others. Roll on a native multiday, multi-instrument 'choose what you want' Market Replay download in NT. I wouldn't mind paying a reasonable yearly charge (i.e. a lot less than $995 minimum of the highest rated Replay data provider) to be able to download data from NT in that form without going to 3rd party providers. Even with a script logger to help, downloading a month's worth of Replay data one instrument at a time and day by day is a pain.

Thanks for that info saatchinj - I assume you're talking about spot FX, not futures? I was trying to work out how to trade Renko bars on spot FX with an IB account and NT, and in the end I gave up and stuck with minute bars. None of the historical + live tick datasets I could find were a good enough match for IB's IdealPro spot FX market data for me to be comfortable doing short term intraday trading. The datasets taken from other brokers often showed 'real' price gaps where IB's data was showing some liquidity, often the other broker spread is much wider (and widens more than IdealPro on news events). Often price spikes were wilder with more possibly 'rogue' prices. None of the bank etc. datafeeds were near enough either, for different reasons. I guess that's what you'd expect in spot FX where there's no central market, but I thought I'd check it out anyway.

Would trading FX futures rather than spot FX fix this for you?

Max

[saachinj]

Actually, I am happy with what I am getting from marketreplay.net. I just bought their service a couple of days ago and it has allowed me to download 'market replay' tick data for about a years worth successfully so far. No hassles. So, in a sense I am getting what I am paying for so far...Lets see how it goes in the future...This problem has arisen only because I am trying to use range bars and Interactive Brokers as my data provider.. If I were trading using minute bars, this would not have been an issue, or even if I were using a different data provider, like lets say - Kinetick, this would not have been an issue..because they provide historical tick data (only four months though..)

Yes, I am talking about spot FX and not futures. Right now, I am not too keen on switching instruments. I want the liquidity, a 24/5 market, and lower capital requirements that forex provides. Lets see, I will try for a workaround or just switch over to minute charts like you did..I am just exploring to find out whether we can convert market replay data into historical data...

[NinjaTrader_ZachS]

Hello,

Thank you for writing in.

1. To display historical data on a Market Replay chart, you must first connect to a provider that supplies historical data. Load the days you'd like to view historically, then disconnect and connect to market replay.

2. Market replay data and historical data are 2 different types of data in 2 different formats and cannot be used interchangeably.

Please let me know if I can be of any further assistance.

[jhmax]

...If I were trading using... a different data provider, like lets say - Kinetick, this would not have been an issue..because they provide historical tick data (only four months though..)

I would suggest you'd then have a different issue, which I've put some time into. Yes, Kinetick and others provide historical tick data. If you were trading an instrument from a central market like e.g. 6b currency futures, you would expect Kinetick's data to be the same as IB's, because they're giving you prices from CME's central market - there is only one correct '6b' price worldwide at any instant (let's forget about data lag for the moment).

However, you're trading spot FX. There is no central spot FX market setting one price for everybody to trade. My personal experience (having compared every spot FX feed on Kinetick Plus, or whatever their premium service is called, and a number of other data services) is that, for short term day trading at least, no other spot FX market available tracks IB's IdealPro close enough to use that other feed to enter trades on IdealPro. In other words, there's no guarantee that IB's price for 'GBPUSD' at any instant is necessarily exactly the same as any of the 'GBPUSD' prices on any of Kinetick (or anyone else's) spot FX feeds. They might be near enough for long term position trading on Daily charts, but not if you're day trading on tight stops and large position size, where a few pips here and there make a big difference.

Max

[Robertp75]

Hello,

Could any one provide me with Market Replay Data from 2007 up to 2012(at least 2012).

Many thanks.

cheers

Robert

[eddi0505]

Dear Fellows,

As there is almost no serious feedback on the historic tick data sold by several third party providers on the forum I want to share my experience with one of those: Backtestdata.com

I was looking for historic tick data on a DAX Futures contract and ordered the data from this provider who explicitly markets its proficiency and the quality of data on their website. However, I want to warn all NT trading participants. The data provided is useless and the quality is not appropriate. Please refer to the 2 screenshots attached- one from Kinetick with the real tick data and one I bought from Backtestdata.com

You will see, it is not usable.

Hope, this message will be read before ordering crap from this supplier.

[Forexoil]

Hello,

Thank you for writing in.

1. To display historical data on a Market Replay chart, you must first connect to a provider that supplies historical data. Load the days you'd like to view historically, then disconnect and connect to market replay.

2. Market replay data and historical data are 2 different types of data in 2 different formats and cannot be used interchangeably.

Please let me know if I can be of any further assistance.

can you explain this more lease. i use iqfeed , so how can i combine that with marketreplay? do i have to purchase some marketreplay data or I can somehow load my historical data from iqfeed into marketreplay data file?

[NinjaTrader_Kyle]

Hello Forexoil,

Your IQ Feed connection provides NinjaTrader with real-time and historical data. This allows NinjaTrader to present new data as it occurs and backfill charts with OHLC data from the past.

Market Replay data is another type of data which is used only for playback. Replay data can be downloaded for free through the File > Utilities > Download Replay Data menu. More information about downloading replay data is available here: https://ninjatrader.com/support/help...7/set_up12.htm