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01-13-2010, 07:26 AM
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#1 |
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Senior Member
Join Date: Aug 2009
Posts: 115
Thanks: 3
Thanked 7 times in 7 posts
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Market Replay and market depth data
Does new NT server based Market Replay include market depth data?
Thanks |
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01-13-2010, 07:31 AM
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
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Yes, however use with caution. Only until last weekend we resolved a couple of bug. So you might experience that L2 data from our server recorded before last weekend "could" be flawed.
Dierk
NinjaTrader Customer Service |
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01-13-2010, 07:39 AM
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#3 |
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Senior Member
Join Date: Aug 2009
Posts: 115
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OK, Thanks
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01-13-2010, 09:36 AM
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#4 | |
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Senior Member
Join Date: Mar 2007
Location: , Florida, USA
Posts: 663
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Quote:
1) Is there any way to verify and/or validate the correctness of this data? 2) Which instruments does this affect? 3) If all instruments, where can one find a complete list of the names of the instruments for which L2 data is maintained on your server? |
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01-13-2010, 09:37 AM
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#5 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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1) no
2) potentially all recorded 3) there is no such list
Dierk
NinjaTrader Customer Service |
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01-26-2010, 07:21 PM
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#6 | |
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Senior Member
Join Date: Apr 2008
Posts: 298
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Quote:
Can you please tell - how can I download some replay data from your servers? Thank you |
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01-27-2010, 05:43 AM
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#7 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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Sure. File->Utilities->Download replay data.
Dierk
NinjaTrader Customer Service |
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01-27-2010, 06:18 AM
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#8 |
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Senior Member
Join Date: Apr 2008
Posts: 298
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it says: "Unable to download replay data since not connected to data server"
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01-27-2010, 06:20 AM
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#9 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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You need to be connected (e.g. to sim feed).
Dierk
NinjaTrader Customer Service |
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01-27-2010, 06:24 AM
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#10 |
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Senior Member
Join Date: Apr 2008
Posts: 298
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Thank you.
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01-31-2010, 10:03 AM
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#11 |
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Junior Member
Join Date: Jan 2010
Posts: 6
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Hi, I can't find the File->Utilities->Download replay data menu entry. The only entries under utilities I have are:
Import Ninjascript Export Ninjascript Backup Restore Import Stock Symbol List Vendor Licensing I have tried looking at the menu list when connected to a data feed (both sim and esignal) and when not connected...no change. Cheers, Cromm |
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01-31-2010, 10:06 AM
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#12 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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Please check Help->About to see if you are on NT7 beta as this is a NT7 feature. You likely are not.
Dierk
NinjaTrader Customer Service |
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01-31-2010, 10:07 AM
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#13 |
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Junior Member
Join Date: Jan 2010
Posts: 6
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Actually, for that matter when I try to connect to the Market replay Connection...NT doesn't do anything. Normally I would expect it to complain if I was already connected to a different data connection but it doesn't react in any way and it doesn't matter whether I'm already connected to a different data feed or not.
Cheers,Cromm |
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02-01-2010, 05:23 AM
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#14 |
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Junior Member
Join Date: Jan 2010
Posts: 6
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Sorry...my bad.
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