Import Market Replay Data

[tobbe]

I'm sorry if this has been discussed before, elsewhere (I did try a search but did not find exactly the same discussion).

I would really like to be able to import tick data and use that as market replay data. In that way I would not depend on being online and recording data, and I would also be able to replay data from long before NT even existed. Do you have any plans for this?

An alternative would be if you could specify the binary format of the replay data files and I could export my tick data to that format. I would personally like that option better.

cheers,
Tobbe

[NinjaTrader_Michael]

Hello Tobbe,



Unfortunately it is not possible to import data that can be used in the market replay function. I will forward your suggestion to development for future consideration.

[Gains]

Any chance this will be possible in NT 7?
Also how about moving away from the day by day organization of the replay data?
I am trying to do some extensive testing of a daily bar stategy and I need to be able to import/convert good continuous data in order to make replay useful. As it is now my strategy can run for about a day and then I must disconnect the replay connection and reconnect to a new connection. Of course the strategy then stops and must be restarted as well which means it is unaware of set ups that were forming on the prior day of data. This makes realistic replay of the 24 hour forex market impossible.

I know others here have resorted to using work arounds like driving Ninja with the NeoTicker sim server in order to get the best simulation of "real life". This is an elegant but expensive work around.

I am hoping that the Ninja team will move away from the odd data format and fundamentally change the way the replay currently works. Why is it not possible to drive replay with the very same historical market data that we download for charting? Why can't that standard data be streamed by Ninja itself in a replay mode?

Just add it to the wish list please.

Gains

[tradereight]

tool that imports historical data into replay data

the answer from the ninjatrader team is not correct there is a
tool that you can buy for 300$ that allows you to import
imports historical data into replay data.

i dont know why ninjatrader team does not want its users to effectivly use the replay feature, nor why they dont simply allow historical data to be used for market replay, for traders that just work on 1 minute charts a mode just replays the minute charts should be not so difficult to implement (bid/ask data not needed just ohlc)

Any chance this will be possible in NT 7?
Also how about moving away from the day by day organization of the replay data?
I am trying to do some extensive testing of a daily bar stategy and I need to be able to import/convert good continuous data in order to make replay useful. As it is now my strategy can run for about a day and then I must disconnect the replay connection and reconnect to a new connection. Of course the strategy then stops and must be restarted as well which means it is unaware of set ups that were forming on the prior day of data. This makes realistic replay of the 24 hour forex market impossible.

I know others here have resorted to using work arounds like driving Ninja with the NeoTicker sim server in order to get the best simulation of "real life". This is an elegant but expensive work around.

I am hoping that the Ninja team will move away from the odd data format and fundamentally change the way the replay currently works. Why is it not possible to drive replay with the very same historical market data that we download for charting? Why can't that standard data be streamed by Ninja itself in a replay mode?

Just add it to the wish list please.

Gains

[gg80108]

What tool is this?? Yes I agree, for a reasonable price how can one ignore not getting closer to reality..

[paulchow2k]

What tool is this?? Yes I agree, for a reasonable price how can one ignore not getting closer to reality..

Hummmm, would you rather settle for $0, then follow this link

http://www.ninjatrader-support2.com/vb/showthread.php?t=6412

have a great weekend.

regards

Paul

[tradereight]

What tool is this?? Yes I agree, for a reasonable price how can one ignore not getting closer to reality..

check out http://moneyflowbars.com/historyplayer.html

[gg80108]

Tried the free one and get:
Error: FileHelpers.FileHelpersException: The delimiter ';' can´t be found after the field 'TickDateTime' at line 1 (the record has less fields, the delimiter is wrong or the next field must be marked as optional).
at FileHelpers.DelimitedField.BasicExtractString(Line Info line)
at FileHelpers.DelimitedField.ExtractFieldString(Line Info line)
at FileHelpers.FieldBase.ExtractValue(LineInfo line)
at FileHelpers.RecordInfo.StringToRecord(LineInfo line)
at FileHelpers.FileHelperEngine.ReadStream(TextReader reader, Int32 maxRecords, DataTable dt)
at FileHelpers.FileHelperEngine.ReadFile(String fileName, Int32 maxRecords)
at FileHelpers.FileHelperEngine.ReadFile(String fileName)
at NTDataFeeder.MainForm.InitialiseEngine(String filePath)

But I don't think either of these tools solves the problem of having separate daily replay files? do they