Market replay data

[Curly68]

Hi,

Does anyone know where to get previously collected market replay data on the eminis from ?? I've collected the last weeks worth of data as that's how long I've been evaluating NT but I'd like to have the whole year in order to practise discretionary trading and get a real feel for NT.

I'd appreciate any help.

Thanks

Curly68

[NinjaTrader_Josh]

There is no centralized location for replay files and there might also be some rights issues in redistributing the data like that.

[Curly68]

Thanks for that reply Josh.

All the same, if there is anyone willing to share thier collected data for this year I'd be grateful. Also, I have collected Esignal data on YM, ES and ER2 for 9 months from May 06. I'm more than willing to swap. I'm sure you're probably aware that you can test discretionary trading strategies that way as well by combining the Esignal software (free if not using datafeed) and Bracket Trader (Shareware).


Regards

Curly68

[foxthorn]

Yeah... I'd be interested in this too... not even the whole year - just a month or two would work...

Wouldn't the opentick data be ok to share -- as it was free to begin with??

Anyone know?

[Curly68]

No, as I understand it the Opentick Data will allow you to backtest strategies but you can't replay it tick by tick which is what you need if you want to test more discretionary strategies.

I'm happy to be corrected but I think that's right.

[foxthorn]

I'm using opentick now and replaying what I recorded the past few days. Time and Sales seems to show every tick....

[Curly68]

Hi Foxthorn,

I don't know if we're understanding each other but I have a Tradestation account and that allows me to record data on a daily basis when hooked up to NT. I've done this for a week or so (when I started using NT) and will continue to do so from now on. That data that has been recorded can be replayed.

TradeStation also gives me historical data for months and months on a tick basis. The problem is that this historical data can not be replayed by NT (it's not in the right format).

Are you saying that Opentick provides historical tick data going back 6 months in a format that NT will be able to use in "Market Replay" ??

[NinjaTrader_Josh]

Hi Curly68,

No, OpenTick does not provide tick data in a format readily available for use with the Market Replay features of NinjaTrader. What you need to do is record the live feed during the day from the OpenTick data provider and then you will have your own replay file that you can use for replaying.

Unfortunately historical tick data from any provider cannot be converted into a NinjaTrader replay file.

[foxthorn]

Right! I am replaying data that I have previously recorded from the opentick feed.

I would like to get some older data that others have recorded from opentick.... I would like to 'practice' with this older data now rather than have to wait and record. Thus I can cruise through multiple days of data each night instead of waiting on just one day's recording.

If anyone would like to share - please PM or reply here..

Thanks!!

[zelli]

Foxthorn,

what instruments are you looking for? I have some YM, ES, 6E, and recently some NQ

About 75 to 90 days recorded.

I just zipped it and it's 182MB, too big to attach here.

[pdawg]

Maybe we can get a place that we can upload these files to and share. I have several months of YM and ER.

[LG]

Bump. . . has anyone figured out a place to which we can upload these files? I have several months of YM and ES that I'd be willing to share. Like to get some NQ.

[cabmanage]

Try this link. The service is free up to 1 gig. I use it all the time.

http://www.yousendit.com

[VitaminC]

I am interested to get the replay files as well. Thanks

[pdawg]

Guys,

Sorry I haven't gotten back to this sooner, I've been real busy over the last few months. I have gotten a few private messages regarding replay files, so I will setting up a website that we can all upload to and download from, since it's in demand. It will be sorted by Instrument, year, month, week. I'm thinking that those of us that have daily data going back a while can contribute to this project. I would want data zipped in week increments, Sun. - Fri., 24 hour data if possible. I have a friend in the hosting business that will be helping me get this setup on a hosted box with good bandwidth. I would like some feed back as to who can upload what instruments so please reply to this post with what you all have, (instrument, # of months, TF, etc..). I will inspect uploads so that they are verified to be legit and virus free.

If any of you have any suggestions please respond to this post,

Thanks,

Philip