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Using historical data for market replay

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  • NinjaTrader_AlexC
    replied
    Hi streetfightingman,

    I have found that would be expected, as Interactive Brokers does not provide historical tick data for download, which Market Replay does require for playback.

    Thank you!
    Last edited by NinjaTrader_AlexC; 08-18-2015, 01:57 PM.

    Leave a comment:


  • streetffightingman
    replied
    So everyone else knows what I said to Alex on the email I sent

    --------------------------

    I think what may be the problem is that I am using interactive broker's

    data feed and I read somewhere that historical playback can only use tick data.
    I believe IB does not support this type but I may be wrong.


    thanks for your help

    ------------------------------------

    Leave a comment:


  • NinjaTrader_AlexC
    replied
    Hi streetffightingman,

    Since XIV is not a preconfigured instrument in the NinjaTrader 8 database, I'd like to have your database file so I may properly test this on my end.

    If you would, please send your NinjaTrader.sdf file located in your (My) Documents\NinjaTrader 8\db folder to platformsupport[AT]ninjatrader[DOT]com.

    In the body of your message, please include "ATTN: Alex" and the URL for this thread.

    Leave a comment:


  • streetffightingman
    started a topic Using historical data for market replay

    Using historical data for market replay

    Hi,

    I am trying to use historical data I download to be used for market replay.


    I have enable market recording for playback OFF
    and

    I am connected to a live Interactive Brokers account
    I then download XIV from july 29 2015 to august 04 2015
    using minute interval and last as a data type

    after I finish downloading
    I close the window
    and I disconnect from My Interactive Brokers connect
    then I connect to playback connection

    I select historical
    at the top of the box it displays Playback 11/30/2099 9:00:00PM
    I right click and uncheck Playback current day only
    I right click again and press Go To..
    I change it from 11/30/2099 9:00:00PM to 07/30/2015 7:00:00AM

    Then the Playback window displays the start at 8/04/2015 and end at 08/04/2015

    I then press play

    and it says there is no historical data to be played.

    Other times when it does play the playback starts at 11/30/1800 for a very odd reason
    and you cannot manipulate when it should start.


    And do you have the Playback window play before you open a chart?
    or can you have a chart opened first and then use market replay?

    I am new to this and I hope its just me
    Thanks

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