Looking for Market Replay Data for Two Days in 2014

[ajt1970]

Hi All,

I am having trouble obtaining level 1 and 2 data for Market Replay for the ZB from February 5th, 2014 and November 4th, 2014. Just two days. Is anyone able to send me that data or let me know a way to get it? I have tried other sources, including Market Replay Data, and have been unsuccessful.


Anthony

[bltdavid]

I am having trouble obtaining level 1 and 2 data for Market Replay for the ZB from February 5th, 2014 and November 4th, 2014. Just two days. Is anyone able to send me that data or let me know a way to get it? I have tried other sources, including Market Replay Data, and have been unsuccessful.

Is there a reason why those dates would be missing data?
Any extraordinarily special events happened on those dates?

[ajt1970]

I just have some training material for those two days (along with a few others) that I am wanting to run thru. Market Replay Data goes back to the September 2014 contract, but they are missing the November 4th data for some reason...and they just don't have data that far back anymore for the February 5th one.

[bltdavid]

they are missing the November 4th data for some reason...

Thus my question, which still merits research.

But, yes, you're right. I just checked data available using Market Replay Data Downloader ver 5.3 and, very interesting, yep, this specific date is missing.

and they just don't have data that far back anymore for the February 5th one.

I have data for this date. Click on the links below to download from my Dropbox.

ZB 03-14.nt2
ZB 03-14.ntm
ZB 06-14.nt2
ZB 06-14.ntm

[ajt1970]

Awesome! Thank you very much, Dave! I downloaded them and will install soon. Do you by chance have the 12-14 one as well? This could have the 11-4-14 missing day,maybe?

I am not sure how Market Replay Data works, but is it possible that it's missing if downloaded individually, but maybe it is embedded in the entire 12-14 contract?

[bltdavid]

Thus my question, which still merits research.

But, yes, you're right. I just checked data available using Market Replay Data Downloader ver 5.3 and, very interesting, yep, this specific date is missing.

Do you have a subscription to MRDD?
It's only $49 per year (used to be free before NT8 public release, bummer) but their new bulk downloading program works for both NT7 and NT8 (Level I and Level II data) and now requires a paid subscription for all downloading.

Anyways, my point is: they have a Contact Us page, so you could try asking them why the ZB data for that date is missing?

[ajt1970]

I do have a subscription...just started it a couple days ago. That's how I knew they were missing that day. I did contact them and this was their reply....
"We do apologize about this, but it seems like there was a small data blip with our servers which may caused that day to be unavailable. Because of the age of the data, I was unable to recover this day.
Again, I truly do apologize for this.
Thanks,
- Praveen."

[bltdavid]

Awesome! Thank you very much, Dave! I downloaded them and will install soon. Do you by chance have the 12-14 one as well? This could have the 11-4-14 missing day,maybe?

I am not sure how Market Replay Data works, but is it possible that it's missing if downloaded individually, but maybe it is embedded in the entire 12-14 contract?

Nope, don't have it.

Market Replay data is stored in the "db/data" folder, where each day is stored in a separate folder (so all instruments for that one day would be in the same folder).

[bltdavid]

I do have a subscription...just started it a couple days ago. That's how I knew they were missing that day. I did contact them and this was their reply....
"We do apologize about this, but it seems like there was a small data blip with our servers which may caused that day to be unavailable. Because of the age of the data, I was unable to recover this day.
Again, I truly do apologize for this.
Thanks,
- Praveen."

Ah-hah!

Well, rats.

At least there is hope someone else may have them saved from a different source.

Good luck. Please post files here if you find them.

[ajt1970]

Absolutely...I will do. Thanks for your help. The February 5th one was the important one. I never manually downloaded and installed a contract like that before....I created a folder "20140205" in the Ninja data folder and it works great, so I must have did it right. :-)

Thanks again. You were a big help!

[ajt1970]

Ok thanks for checking and the info.!

[bltdavid]

Thanks for your help.

My pleasure.

The February 5th one was the important one. I never manually downloaded and installed a contract like that before....I created a folder "20140205" in the Ninja data folder and it works great, so I must have did it right. :-)

Uh, now, let's be clear.

You did not "install a contract".

You installed market replay data (4 files) for one day only (Feb 5, 2014) for two specific contracts ("ZB 03-14" and "ZB 06-14") into the db/data/20140205 folder.

But, regardless, sounds like you're good to go!

[ajt1970]

Gotcha. Good point. Thanks for clarifying.

[bltdavid]

Ok thanks for checking and the info.!

You're welcome!

See those "Thanks" buttons in the lower right corner of my postings?

Click on a few of those ...

[ajt1970]

Ok. I clicked them all. :-)