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market replay operation NT7 - general question

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    market replay operation NT7 - general question

    Hi,I have general question about how market replay works in NT7, I know quite qell how it works in 6.5. Say I have 5 years tick data of EURUSD, so please try to follow me in this and correct me if applicable:
    I will import ask prices file,

    then bid prices file,

    I also have minute EURUSD from different datasource (may minute and tick diffferent datasources co-exist or shall I go to the tick data, as they are long the same way and are tick and not minute?)

    I will run market replay, I will attach strategy to the 15 M chart drawn hopefully from the tick data (I think market replay cannot work on minute data so it would skip the minute data I got in there too)

    the tick data do not include volume and are in fact 1 second data, but I will be importing ask and bid prices, not OHLC data of 1sec timeframe.

    after the test, will the results be the same as if I run the market data recorder on the same datafeed and then just tested it as I did in 6.5?

    I need only an information about how much I can trust such results compared to reality/market replay data recorded directly from realtime datafeed.

    Thank you
    N.

    #2
    Hello N,

    Imported historical data cannot be used in the Market Replay. The imported data will display if you create a chart, but not if you connect to the Market Replay.

    NinjaTrader 7 will allow you to download Market Replay data. Please connect to the Simulated Data Feed and go to File-->Utilities-->Download Replay Data.

    Market Replay is recorded as received.
    JasonNinjaTrader Customer Service

    Comment


      #3
      downloading

      Hi Jason,
      is it possible to download more data at one click or do I have to go day by day, asset by asset with all the clicking in the dialog window? I am happy that this service is possible, that is Supe-great but if the downloading would be more confortable that would be even better
      N.

      Comment


        #4
        nicknamed,

        Unfortunately it is not possible at this point in time.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          ...

          one more question:
          say I started downloading market replay data of EURGBP, I found that 20091214 to 18 are missing (nothing to download), but I have forex.com data recorded from 20091208 till 20100115 continuously (without interruption), is there any way to connect all data I will download to other data I may copy to 20091208 for such purposes so I will get continuous time series as a result?

          Comment


            #6
            nicknamed,

            If you recorded from NT7, when it reaches midnight it will automatically create a new file so you can just copy all the files and it will link them together.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              ...

              it was recorded in 6.5, can it be used any way in NT7?

              Comment


                #8
                nicknamed,

                Unfortunately that may be problematic if it is one big file with only one date.
                Josh P.NinjaTrader Customer Service

                Comment


                  #9
                  ...

                  Originally posted by NinjaTrader_Josh View Post
                  nicknamed,

                  Unfortunately that may be problematic if it is one big file with only one date.
                  Hello Josh,
                  how "problematic", what are the possible implications? Please tell me as I have ready to go live strategy (or at least it looked so in market replay data=MRD in 6.5) - but I want to let it run in NT7. I downloaded MRD till last summer from your servers, but one week in december is missing and I would like the script in NT7 to test on those data. Please tell me more about your opinion on that.
                  Thank you

                  Comment


                    #10
                    Hello nicknamed,

                    Unfortunately we not aware of what implications might occur. I suggest to test the file in NinjaTrader 7 and check the outcome. I do not have such a Market Replay file myself in order to test it on my end.

                    If it does not work, please use the workaround posted by Josh as post #6
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      converter?

                      Could you program some converter, that would convert market replay data from 6.5 version to NT7 version? I can suppply plenty of source files if you do not have access to such files from 6.5. You have specifications of both formats so it should be done easily in an hour or two by a skiller programmer, if I had .ntm and .ntm2 file specification I would program such converter myself.

                      you might say, that now it is possible to downlaod to NT7 MRD data, but I would say that not all that I have from 6.5 are there downloadable and for example you have blind window (=no data) when downloading futures and forex between DEC14-DEC18 2009. So the converter would be certainly welcomed not only by myself.
                      N.
                      Last edited by nicknamed; 03-22-2010, 06:25 AM. Reason: adding some words

                      Comment


                        #12
                        Hello nicknamed,

                        I will forward your suggestion to support a such converter to our development team and ask them if they can add this to the list of future considerations for the software.

                        Thank you for your feedback.
                        JasonNinjaTrader Customer Service

                        Comment

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