NT2 and NTM File

[duck_CA]

can you tell me what these files are for which are located in the "db" folder?

i would like to know which files are used for market replay...

i am trying to figure out how to record data to use for the market replay function. i believe that a chart needs to be open in order for the data to be recorded. what's weird is that i have data files for instruments that didn't have a chart open so maybe i'm missing something here.

thanks for any comments regarding this issue i'm having.

[NinjaTrader_Dierk]

Both file extensions are fro market replay data. Market replay data is recorded for any instrument subscribed to which might not be obvious, since e.g. open positions will subscribe to market data too to calculate unrealized PnL.

[pdawg]

Dierk,

What is the difference between the two files? Is one tick data and the other minute data?

[NinjaTrader_JoshP]

There should be no difference on the user interface between the two file types.

[ctrlbrk]

There should be no difference on the user interface between the two file types.

What is the technical difference then?

I am seeing something that doesn't make sense. My ES files are all labeled .NTM recently and are much, much smaller than they used to be, where by ZN files (ZN having far less volume) have both .NTM and .NT2 extensions, and the NT2 file is much larger.

I want to make sure I am capturing 100% of tick data.

I am only observing the ZN charts (have them open) during market hours, but Market Analyzer is running for ES, isn't that enough to capture tick data or does Market Analyzer need a tick-based indicator running on it (not just day high, low, etc)

Mike

[NinjaTrader_Dierk]

.NTM = recorded level1 data
.NT2 = recorded level2 data, by it's nature much more

Note: discussing details on these files is beyond the scope of what we can provide support for. Thanks

[sam028]

So, asking what structure is used for these files is useless ?
In fact, i'll like to write a small program which would be able to tell me if the files recorded are valid or not, if I've missed 2 hours of recording, or 3 minutes.
As we have hundreds of reason for having large holes during the data recording, it might be useful to know how these files are structured, for being able to check them...

.NTM = recorded level1 data
.NT2 = recorded level2 data, by it's nature much more

Note: discussing details on these files is beyond the scope of what we can provide support for. Thanks

[NinjaTrader_Dierk]

>> So, asking what structure is used for these files is useless ?
Your understanding is correct. More so: we strongly recommend not trying to access these files, since it could throw of NT.

[travis1038]

PLEASE HELP. Does anyone know how to convert a BIN (or excel) file into NTM (or NT2)?

[NinjaTrader_Bertrand]

travis1038, welcome to our forums, unfortunately I'm not aware of a way to convert this. Market Replay data needs to be recorded to be replayed later -

http://www.ninjatrader-support.com/HelpGuideV6/SetUp1.html

[saroj]

need more info on the market replay files

>> So, asking what structure is used for these files is useless ?
Your understanding is correct. More so: we strongly recommend not trying to access these files, since it could throw of NT.

Any special reason for this? these market replay files are nearly useless without keeping a detailed log, day by day, instrument by instrument...

Reason? NT provides no continuity... so if I have to reboot because NT has started jamming up my CPU... I only have data from the restart time on... no way to know if some data is missing... no way to merge files... no way to correct hickups... no way to know what is in the file, nor the time span it covers

If you don't want to make them useful, at least give the structure so others can!

[NinjaTrader_Ben]

Hello,

I will forward your suggestion to our development team for consideration. Thank you!